Self-interacting diffusions. II: Convergence in law.

zbMath1064.60191MaRDI QIDQ1413103

Olivier Raimond, Michel Benaïm

Publication date: 16 November 2003

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2003__39_6_1043_0

zbMATH Keywords

stochastic differential equationRiemannian manifoldconvergence in lawGirsanov transformself-interacting diffusion process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (7)

Self-repelling diffusions via an infinite dimensional approach ⋮ Stationary distributions for diffusions with inert drift ⋮ Analysis of an adaptive biasing force method based on self-interacting dynamics ⋮ Self-repelling diffusions on a Riemannian manifold ⋮ An asymptotic result for Brownian polymers ⋮ Self-interacting diffusions: a simulated annealing version ⋮ Self-interacting diffusions. III: Symmetric interactions

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