• Title of article

    Self-stabilizing processes in multi-wells landscape in -convergence

  • Author/Authors

    S. and Tugaut، نويسنده , , Julian، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2013
  • Pages
    22
  • From page
    1780
  • To page
    1801
  • Abstract
    Self-stabilizing processes are inhomogeneous diffusions in which the law of the process intervenes in the drift. If the external force is the gradient of a convex potential, it has been proved that the process converges towards the unique invariant probability as the time goes to infinity. However, in a previous article, we established that the diffusion may admit several invariant probabilities, provided that the external force derives from a non-convex potential. We here provide results about the limiting values of the family { μ t ; t ≥ 0 } , μ t being the law of the diffusion. Moreover, we establish the weak convergence under an additional hypothesis.
  • Keywords
    Self-interacting diffusion , Free-energy , McKean–Vlasov stochastic differential equations , Multi-wells potential , Granular media equation
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2013
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578910