3 papers
math.PR2025
Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications
Ashot Aleksian, Stéphane Villeneuve
This paper investigates the exit-time problem for time-inhomogeneous diffusion processes. The focus is on the small-noise behavior of the exit time from a bounded positively invari…
math.PR2023
Measure-dependent non-linear diffusions with superlinear drifts: asymptotic behaviour of the first exit-times
Ashot Aleksian, Julian Tugaut
In this paper, we study McKean-Vlasov SDE living in in the reversible case without assuming any type of convexity assumptions for confinement or interaction potentia…
math.PR2023
Self-interacting diffusions: long-time behaviour and exit-problem in the convex case
Ashot Aleksian, Pierre del Moral, Aline Kurtzmann +1
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 coefficien…