Exit problem of McKean-Vlasov diffusions in convex landscapes
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Publication:456228
DOI10.1214/EJP.v17-1914zbMath1255.60101MaRDI QIDQ456228
Publication date: 23 October 2012
Published in: Electronic Journal of Probability (Search for Journal in Brave)
large deviationsexit timeinteracting particle systemspropagation of chaosself-stabilizing diffusionexit locationgranular media equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting particle systems in time-dependent statistical mechanics (82C22) Diffusion processes (60J60) Large deviations (60F10)
Related Items (4)
Exit-problem of McKean-Vlasov diffusions in double-well landscape ⋮ Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts ⋮ Exit-time of mean-field particles system ⋮ A variational approach to nonlinear and interacting diffusions
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