Reducing exit-times of diffusions with repulsive interactions

DOI10.1051/ps/2023012zbMath1520.60045arXiv2110.13230OpenAlexW3210998644MaRDI QIDQ6133928

Milica Tomašević, Manh Hong Duong, Julian Tugaut, Paul-Eric Chaudru De Raynal, Pierre Monmarché

Publication date: 21 August 2023

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.13230

zbMATH Keywords

large deviationsKramer's lawexit-time problemself-interacting nonlinear diffusion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10)

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Wasserstein contraction and Poincaré inequalities for elliptic diffusions with high diffusivity

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