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
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