Self-interacting diffusions: long-time behaviour and exit-problem in the convex case
Résumé
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.
Origine | Fichiers produits par l'(les) auteur(s) |
---|