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.PR2014
Mean-field limit versus small-noise limit for some interacting particle systems
Samuel Herrmann, Julian Tugaut
In the nonlinear diffusion framework, stochastic processes of McKean-Vlasov type play an important role. In some cases they correspond to processes attracted by their own probabili…