کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1156070 | 958799 | 2010 | 32 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Non-uniqueness of stationary measures for self-stabilizing processes
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Non-uniqueness of stationary measures for self-stabilizing processes Non-uniqueness of stationary measures for self-stabilizing processes](/preview/png/1156070.png)
چکیده انگلیسی
We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This specific self-interaction leads to nonlinear stochastic differential equations and permits pointing out singular phenomena like non-uniqueness of associated stationary measures. The existence of several invariant measures is essentially based on the non-convex environment and requires generalized Laplace’s method approximations.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 120, Issue 7, July 2010, Pages 1215–1246
Journal: Stochastic Processes and their Applications - Volume 120, Issue 7, July 2010, Pages 1215–1246
نویسندگان
S. Herrmann, J. Tugaut,