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

HAL (Le Centre pour la Communication Scientifique Directe)(2023)

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摘要
We study a class of time-inhomogeneous diffusion: the self-interacting one. We show a convergence result with a rate of convergence that does not depend on the diffusion coefficient. Finally, we establish a so-called Kramers' type law for the first exit-time of the process from domain of attractions when the landscapes are uniformly convex.
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关键词
diffusions,self-interacting,long-time,exit-problem
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