2 papers
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…
math.PR2010
Ergodicity of self-attracting motion
Victor Kleptsyn, Aline Kurtzmann
The aim of this paper is to study the asymptotic behaviour of a class of self- attracting motions on R^d . Using stochastic approximation methods, these processes have already been…