The ODE method for some self-interacting diffusions on non-compact spaces

arXiv0705.4245MaRDI QIDQ6205752FDOQ6205752

Aline Kurtzmann

Publication date: 29 May 2007

Abstract: Self-interacting diffusions are solutions to SDEs with a drift term depending on the process and its normalized occupation measure $m{u}_t$ (via an interaction potential and a confinement potential). We establish a relation between the asymptotic behavior of $m{u}_t$ and the asymptotic behavior of a deterministic dynamical flow (defined on the space of the Borel probability measures). We extend previous results on $mathbb{R}^d$ or more generally a smooth complete connected Riemannian manifold without boundary. We will also give some sufficient conditions for the convergence of $m{u}_t$. Finally, we will illustrate our study with an example on $mathbb{R}^2$.

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Approximate trajectories (pseudotrajectories, shadowing, etc.) in smooth dynamics (37C50)

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