Convergence in Distribution of Some Self-Interacting Diffusions
The present paper is concerned with some self-interacting diffusions (Xt,t≥0) living on ℝd. These diffusions are solutions to stochastic differential equations: dXt=dBt-g(t)∇V(Xt-μ¯t)dt, where μ¯t is the empirical mean of the process X, V is an asymptotically strictly convex potential, and g is a gi...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2014-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2014/364321 |
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