Non-uniqueness of stationary measures for self-stabilizing processes

DOI10.1016/j.spa.2010.03.009zbMath1197.60052arXiv0903.2460MaRDI QIDQ981024

Publication date: 8 July 2010

Published in: Stochastic Processes and their Applications, ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.2460

zbMATH Keywords

fixed point theorem; Laplace method; double-well potential; stationary measures; Laplace's method; perturbed dynamical system; McKean-Vlasov stochastic differential equations; self-interacting diffusion; perturbed dynamical systems; McKean-Vlasov equation, stationary measures

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

41A60: Asymptotic approximations, asymptotic expansions (steepest descent, etc.)

60J60: Diffusion processes

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Cites Work