3 papers
math.PR2023
Convergence to the uniform distribution of moderately self-interacting diffusions on compact Riemannian manifolds
Simon Holbach, Olivier Raimond
We consider a self-interacting diffusion on a smooth compact Riemannian manifold , described by the stochastic differential equation \[ dX_t = \sqrt{2} dW_t(X_t)- β(…
math.PR2019
Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input
Simon Holbach
We consider a multidimensional time-homogeneous dynamical system and add a randomly perturbed time-dependent deterministic signal to some of its components, giving rise to a high-d…
math.ST2019
Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variables
Simon Holbach
Taking a multidimensional time-homogeneous dynamical system and adding a randomly perturbed time-dependent deterministic signal to some of its components gives rise to a high-dimen…