Annealing diffusions in a potential function with a slow growth

Stochastic Processes and their Applications

Volumn 118, Issue 1, 2008, Pages 76-119

  Zitt, Pierre André ^a  

^a UNIVERSITÉ PARIS OUEST NANTERRE LA DÉFENSE   (France)

Author keywords

Measure capacity criterion; Simulated annealing; Weak Poincar inequality

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; GLOBAL OPTIMIZATION; MARKOV PROCESSES;

MEASURE-CAPACITY CRITERION; POTENTIAL BARRIER; POTENTIAL FUNCTION;

SIMULATED ANNEALING;

EID: 36248976107     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2007.04.002     Document Type: Article

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