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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.PR2022
On the exit-problem for self-interacting diffusions
Ashot Aleksian, Pierre Del Moral, Aline Kurtzmann +1
We study the exit-time from a domain of a self-interacting diffusion, where the Brownian motion is replaced by for a constant . The first part of this work consists in sh…