Self-interacting diffusions: long-time behaviour and exit-problem in the convex case
From MaRDI portal
Abstract: We study a class of time-inhomogeneous diffusion: the self-interacting one. We show a convergence result with a rate of convergence that does not depend on the diffusion coefficient. Finally, we establish a so-called Kramers' type law for the first exit-time of the process from domain of attractions when the landscapes are uniformly convex.
This page was built for publication: Self-interacting diffusions: long-time behaviour and exit-problem in the convex case
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6430938)
