Self-attracting diffusions: Case of the constant interaction

DOI10.1007/S004400050082MaRDI QIDQ679161zbMATH OpenOpenAlexFDO

Authors Olivier Raimond

Publication date 3 February 1998

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s004400050082

zbMATH Keywords

Brownian motiondiffusionsrestoring driftself-attracting diffusionsstochastic equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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Cited in

(19)

• Self-interacting diffusions: a simulated annealing version
• On self attracting/repelling diffusions
• Boundedness and convergence of some self-attracting diffusions
• Excited Brownian motions as limits of excited random walks
• The ODE method for some self-interacting diffusions on \(\mathbb R^d\)
• Long time behaviour and stationary regime of memory gradient diffusions
• Rate of convergence of some self-attracting diffusions
• Self-interacting diffusions. III: Symmetric interactions
• Self-repelling diffusions via an infinite dimensional approach
• Self attracting diffusions on a sphere and application to a periodic case
• Random walk with memory
• Some particular self-interacting diffusions: ergodic behaviour and almost sure convergence
• Current fluctuations of a self-interacting diffusion on a ring
• Self-repelling diffusions on a Riemannian manifold
• Occupied processes: going with the flow
• Self-interacting approximation to McKean-Vlasov long-time limit: a Markov chain Monte Carlo method
• Accelerated first-passage dynamics in a non-Markovian feedback Ornstein-Uhlenbeck process
• An asymptotic result for Brownian polymers
• Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach

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