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

ESAIM-PROBABILITY AND STATISTICS(2024)

引用 0|浏览1
暂无评分
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.
更多
查看译文
关键词
Self-interacting diffusion,long-time behaviour,exit-time, Kramers' law,deterministic flow
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要