Sebastien Chambeu

most citedSome particular self-interacting diffusions: Ergodic behaviour and almost sure convergence

13 citations · 13 across the 2 of their papers we have counts for

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math.PR2007

Convergence in distribution of some particular self-interacting diffusions: the simulated annealing method

Sebastien Chambeu, Aline Kurtzmann

The present paper is concerned with some self-interacting diffusions $(X_{t}, t \geq 0)$ living on $R^{d}$ . These diffusions are solutions to stochastic differential equations:…

math.PR2007★ 13 cited

Some particular self-interacting diffusions: Ergodic behaviour and almost sure convergence

Sébastien Chambeu, Aline Kurtzmann

This paper deals with some self-interacting diffusions $(X_{t}, t \geq 0)$ living on $R^{d}$ . These diffusions are solutions to stochastic differential equations: \[\mathrm{d}X_…