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Preprints, Working Papers, ... Year : 2023

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

Abstract

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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Dates and versions

hal-01901145 , version 1 (22-10-2018)
hal-01901145 , version 2 (25-01-2022)
hal-01901145 , version 3 (25-03-2023)

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Ashot Aleksian, Pierre del Moral, Aline Kurtzmann, Julian Tugaut. Self-interacting diffusions: long-time behaviour and exit-problem in the convex case. 2023. ⟨hal-01901145v3⟩
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