Exit problem of McKean-Vlasov diffusions in convex landscape∗
نویسنده
چکیده
The exit time and the exit location of a non-markovian diffusion is analyzed. More particularly, we focus on the so-called self-stabilizing process. The question has been studied by Herrmann, Imkeller and Peithmann in [HIP08]. Some results similar to the ones of Freidlin and Wentzell for classical diffusions have been proved. We aim to provide the same results by a method more intuitive. Our arguments are the uniform propagation of chaos and the application of the Freidlin-Wentzell theory to a mean-field system. Moreover, we provide a new kind of uniform propagation of chaos in the small noise.
منابع مشابه
Exit problem of McKean - Vlasov diffusions in convex landscapes ∗
The exit time and the exit location of a non-Markovian diffusion is analyzed. More particularly, we focus on the so-called self-stabilizing process. The question has been studied by Herrmann, Imkeller and Peithmann in [6] with results similar to those by Freidlin and Wentzell. We aim to provide the same results by a more intuitive approach and without reconstructing the proofs of Freidlin and W...
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