Self-repelling diffusions via an infinite dimensional approach

DOI10.1007/S40072-015-0059-5zbMATH Open1337.60185arXiv1408.6397OpenAlexW3102298957MaRDI QIDQ282601FDOQ282601

Authors: Michel Benaïm, Ioana Ciotir, Carl-Erik Gauthier 

Publication date: 12 May 2016

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Abstract: In the present work we study self-interacting diffusions following an infinite dimensional approach. First we prove existence and uniqueness of a solution with Markov property. Then we study the corresponding transition semigroup and, more precisely, we prove that it has Feller property and we give an explicit form of an invariant probability of the system.

Full work available at URL: https://arxiv.org/abs/1408.6397

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zbMATH Keywords

stochastic differential equationsBanach spacesFeller propertyinvariant probability measurereinforced processself-interacting diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited In (15)

• Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications
• Asymptotic behaviour on the linear self-interacting diffusion driven by α-stable motion
• Convergence of metadynamics: discussion of the adiabatic hypothesis
• Billiards with Markovian reflection laws
• Self-interacting diffusions. II: Convergence in law.
• Central limit theorem for one and two dimensional self-repelling diffusions
• The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift
• Inverting the ray-knight identity on the line
• On self attracting/repelling diffusions
• Deviation properties for linear self-attracting diffusion process and applications
• The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications
• Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions
• Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion
• Reducing exit-times of diffusions with repulsive interactions
• Analysis of an adaptive biasing force method based on self-interacting dynamics

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