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pro vyhledávání: '"Aleksian, Ashot"'
Autor:
Aleksian, Ashot, Tugaut, Julian
In this paper, we study McKean-Vlasov SDE living in $\mathbb{R}^d$ in the reversible case without assuming any type of convexity assumptions for confinement or interaction potentials. Kramers' type law for the exit-time from a domain of attraction is
Externí odkaz:
http://arxiv.org/abs/2310.20471
We study the exit-time of a self-interacting diffusion from an open domain $G \subset \mathbb{R}^d$. In particular, we consider the equation $d X_t = - \left( \nabla V(X_t) + \frac{1}{t}\int_0^t\nabla F (X_t - X_s)ds \right) dt + \sigma dW_t.$ We are
Externí odkaz:
http://arxiv.org/abs/2306.08706
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 e
Externí odkaz:
http://arxiv.org/abs/2303.14997
We study the exit-time from a domain of a self-interacting diffusion, where the Brownian motion is replaced by $\sigma B_t$ for a constant $\sigma$. The first part of this work consists in showing that the rate of convergence (of the occupation measu
Externí odkaz:
http://arxiv.org/abs/2201.10428
20 pages; We study the exit-time from a domain of a self-interacting diffusion, where the Brownian motion is replaced by $\sigma B_t$ for a constant $\sigma$. The first part of this work consists in showing that the rate of convergence (of the occupa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::f706a10335fc54266faa23b37a51ba53
https://inria.hal.science/hal-03850314
https://inria.hal.science/hal-03850314