Non-uniqueness of stationary measures for self-stabilizing processes

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

Samuel Herrmann, Julian Tugaut

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

Related Items

Convergence to the equilibria for self-stabilizing processes in double-well landscape, McKean-Vlasov diffusions: from the asynchronization to the synchronization

Cites Work

• Large deviations and a Kramers' type law for self-stabilizing diffusions
• Nonlinear self-stabilizing processes. I: Existence, invariant probability, propagation of chaos
• Nonlinear self-stabilizing processes. II: Convergence to invariant probability
• A certain class of diffusion processes associated with nonlinear parabolic equations
• A law of large numbers for moderately interacting diffusion processes
• A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
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