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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…