Self-interacting diffusions: long-time behaviour and exit-problem in the uniformly convex case

DOI10.1051/PS/2023020MaRDI QIDQ6617083zbMATH OpenFDO

Authors Ashot Aleksian, Pierre Del Moral, Aline Kurtzmann, Julian Tugaut

Publication date 10 October 2024

Published in European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1051/PS/2023020

zbMATH Keywords

exit timeKramers' lawself-interacting diffusionuniform convexity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Recommendations

• Reducing exit-times of diffusions with repulsive interactions
• Exit-problem of McKean-Vlasov diffusions in double-well landscape
• Self-interacting diffusions. IV: Rate of convergence
• Convergence in distribution of some self-interacting diffusions
• Self-interacting diffusions. II: Convergence in law.

Cites work

• A simple proof of a Kramers' type law for self-stabilizing diffusions
• A simple proof of a Kramers' type law for self-stabilizing diffusions in double-wells landscape
• Asymptotic behavior of Brownian polymers
• Bismut formula for Lions derivative of distribution dependent SDEs and applications
• Ergodicity of self-attracting motion
• Exit problem of McKean-Vlasov diffusions in convex landscapes
• Exit-problem of McKean-Vlasov diffusions in double-well landscape
• Functional Itô calculus, path-dependence and the computation of Greeks
• scientific article; zbMATH DE number 1239549 (Why is no real title available?)
• scientific article; zbMATH DE number 1515832 (Why is no real title available?)
• Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
• Large deviations and a Kramers' type law for self-stabilizing diffusions
• Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts
• Large deviations techniques and applications.
• Nonlinear self-stabilizing processes. I: Existence, invariant probability, propagation of chaos
• Probabilistic approach for granular media equations in the non-uniformly convex case
• Self-avoiding random walk: A Brownian motion model with local time drift
• Self-interacting diffusions.
• Self-interacting diffusions. III: Symmetric interactions
• Self-interacting diffusions: a simulated annealing version
• Some particular self-interacting diffusions: ergodic behaviour and almost sure convergence
• Stationary measures for self-stabilizing processes: asymptotic analysis in the small noise limit
• The ODE method for some self-interacting diffusions on \(\mathbb R^d\)

Cited in

(4)

• Measure-dependent non-linear diffusions with superlinear drifts: asymptotic behaviour of the first exit-times
• Current fluctuations of a self-interacting diffusion on a ring
• Accelerated first-passage dynamics in a non-Markovian feedback Ornstein-Uhlenbeck process
• Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications

This page was built for publication: Self-interacting diffusions: long-time behaviour and exit-problem in the uniformly convex case

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6617083)