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

DOI10.1051/ps/2023020MaRDI QIDQ6617083

Julian Tugaut, Aline Kurtzmann, P. Del Moral, Ashot Aleksian

Publication date: 10 October 2024

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

zbMATH Keywords

uniform convexityexit timeKramers' lawself-interacting diffusion

Mathematics Subject Classification ID

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

Cites Work

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