The ODE method for some self-interacting diffusions on non-compact spaces
| dc.creator | Kurtzmann, A. | |
| dc.date | 2007-05-29 | |
| dc.date | 2008-02-17 | |
| dc.date.accessioned | 2026-07-07T09:20:58Z | |
| dc.date.available | 2026-07-07T09:20:58Z | |
| dc.description | Self-interacting diffusions are solutions to SDEs with a drift term depending on the process and its normalized occupation measure $μ_t$ (via an interaction potential and a confinement potential). We establish a relation between the asymptotic behavior of $μ_t$ and the asymptotic behavior of a deterministic dynamical flow (defined on the space of the Borel probability measures). We extend previous results on $\mathbb{R}^d$ or more generally a smooth complete connected Riemannian manifold without boundary. We will also give some sufficient conditions for the convergence of $μ_t$. Finally, we will illustrate our study with an example on $\mathbb{R}^2$. | |
| dc.description | revised version | |
| dc.identifier | https://arxiv.org/abs/0705.4245 | |
| dc.identifier | http://arxiv.org/abs/0705.4245 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/154862 | |
| dc.subject | Probability | |
| dc.subject | 60K35, 37C50 | |
| dc.title | The ODE method for some self-interacting diffusions on non-compact spaces | |
| dc.type | text |