کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1155668 | 958755 | 2013 | 22 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Self-stabilizing processes in multi-wells landscape in RdRd-convergence
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Self-stabilizing processes in multi-wells landscape in RdRd-convergence Self-stabilizing processes in multi-wells landscape in RdRd-convergence](/preview/png/1155668.png)
چکیده انگلیسی
Self-stabilizing processes are inhomogeneous diffusions in which the law of the process intervenes in the drift. If the external force is the gradient of a convex potential, it has been proved that the process converges towards the unique invariant probability as the time goes to infinity. However, in a previous article, we established that the diffusion may admit several invariant probabilities, provided that the external force derives from a non-convex potential. We here provide results about the limiting values of the family {μt;t≥0}, μtμt being the law of the diffusion. Moreover, we establish the weak convergence under an additional hypothesis.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 123, Issue 5, May 2013, Pages 1780–1801
Journal: Stochastic Processes and their Applications - Volume 123, Issue 5, May 2013, Pages 1780–1801
نویسندگان
Julian Tugaut,