Stationary measures for self-stabilizing processes: asymptotic analysis in the small noise limit
DOI10.1214/EJP.V15-842zbMATH Open1225.60095MaRDI QIDQ638367FDOQ638367
Samuel Herrmann, Julian Tugaut
Publication date: 9 September 2011
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticlecfe4.html
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Laplace's methodperturbed dynamical systemdouble well potentialstationary measuresself-interacting diffusion
Diffusion processes (60J60) Stationary stochastic processes (60G10) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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- Localization results for densities associated with stable small-noise diffusions
- A variational approach to nonlinear and interacting diffusions
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- Stationary solutions of the Vlasov-Fokker-Planck equation: existence, characterization and phase-transition
- Phase transitions of McKean–Vlasov processes in double-wells landscape
- Self-interacting diffusions: long-time behaviour and exit-problem in the uniformly convex case
- Rate of convergence of some self-attracting diffusions
- A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Lévy-noise
- Self-stabilizing processes in multi-wells landscape in \(\mathbb{R}^d\)-invariant probabilities
- McKean-Vlasov diffusions: from the asynchronization to the synchronization
- Existence and non-uniqueness of stationary distributions for distribution dependent SDEs
- The Vlasov-Fokker-Planck equation in non-convex landscapes: convergence to equilibrium
- Finiteness of entropy for granular media equations
- Non-uniqueness of stationary measures for self-stabilizing processes
- Convergence to the equilibria for self-stabilizing processes in double-well landscape
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