[Diffusions auto attractives/repulsives]
Nous présentons un résultat de type théorème ergodique presque sûr pour une classe de diffusions inter-agissantes sur une variété Riemanienne compacte.
We present an almost sure ergodic theorem for a class of self-interacting diffusions on a compact Riemannian manifold.
Accepté le :
Publié le :
Michel Benaim 1 ; Olivier Raimond 2
@article{CRMATH_2002__335_6_541_0, author = {Michel Benaim and Olivier Raimond}, title = {On self attracting/repelling diffusions}, journal = {Comptes Rendus. Math\'ematique}, pages = {541--544}, publisher = {Elsevier}, volume = {335}, number = {6}, year = {2002}, doi = {10.1016/S1631-073X(02)02485-8}, language = {en}, }
Michel Benaim; Olivier Raimond. On self attracting/repelling diffusions. Comptes Rendus. Mathématique, Volume 335 (2002) no. 6, pp. 541-544. doi : 10.1016/S1631-073X(02)02485-8. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/S1631-073X(02)02485-8/
[1] Dynamics of stochastic approximation algorithms, Séminaire de Probabilités XXXIII, Lecture Notes in Math., 1709, Springer, 1999, pp. 1-68
[2] Self-interacting diffusions, Probab. Theory Related Fields, Volume 122 (2002), pp. 1-41
[3] M. Benaı̈m, O. Raimond, Self-interacting diffusions III: The gradient case, in preparation
[4] Méthode de Laplace : étude variationnelle des fluctuations de type champ moyen, Stochastic, Volume 31 (1990), pp. 79-144
[5] Isolated Invariant Sets and the Morse Index, CBMS Regional Conf. Ser. in Math., 38, American Mathematical Society, Providence, 1978
[6] The Morse–Sard–Brown theorem for functionals and the problem of Plateau, Amer. J. Math., Volume 99 (1977) no. 6, pp. 1251-1256
Cité par Sources :
Commentaires - Politique