Limit set of inhomogeneous Ornstein-Uhlenbeck processes, destabilization and annealing

DOI10.1016/0304-4149(86)90022-0zbMath0622.60087OpenAlexW1993799960MaRDI QIDQ1091046

Paolo Baldi

Publication date: 1986

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90022-0

zbMATH Keywords

simulated annealinglimit setexit timeOrnstein-Uhlenbeck processesperturbed dynamical system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (2)

Mean square rates of convergence in the continuous time simulated annealing algorithm on \({\mathbb{R}}^ d\) ⋮ Functional law for the anticipating Ornstein-Uhlenbeck process

Cites Work

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• Nonstationary Markov chains and convergence of the annealing algorithm
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Diffusions for Global Optimization
• Behavior of diffusion semi-groups at infinity

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