Self-repelling diffusions via an infinite dimensional approach

DOI10.1007/s40072-015-0059-5zbMath1337.60185arXiv1408.6397OpenAlexW3102298957MaRDI QIDQ282601

Carl-Erik Gauthier, Michel Benaïm, Ioana Ciotir

Publication date: 12 May 2016

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.6397

zbMATH Keywords

Banach spacesstochastic differential equationsFeller propertyinvariant probability measurereinforced processself-interacting diffusions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)

Related Items (10)

Deviation properties for linear self-attracting diffusion process and applications ⋮ Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications ⋮ Asymptotic behaviour on the linear self-interacting diffusion driven by α-stable motion ⋮ The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications ⋮ The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift ⋮ Analysis of an adaptive biasing force method based on self-interacting dynamics ⋮ Convergence of metadynamics: discussion of the adiabatic hypothesis ⋮ Billiards with Markovian reflection laws ⋮ Inverting the ray-knight identity on the line ⋮ Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions

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