Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155668 | Stochastic Processes and their Applications | 2013 | 22 Pages |
Abstract
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.
Keywords
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Julian Tugaut,