메뉴 건너뛰기




Volumn 120, Issue 7, 2010, Pages 1215-1246

Non-uniqueness of stationary measures for self-stabilizing processes

Author keywords

Double well potential; Fixed point theorem; Laplace's method; McKeanVlasov stochastic differential equations; Perturbed dynamical system; Self interacting diffusion; Stationary measures

Indexed keywords

DOUBLE-WELL POTENTIAL; FIXED POINT THEOREMS; MCKEANVLASOV STOCHASTIC DIFFERENTIAL EQUATIONS; PERTURBED DYNAMICAL SYSTEMS; STOCHASTIC DIFFERENTIAL EQUATIONS;

EID: 77955275186     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2010.03.009     Document Type: Article
Times cited : (71)

References (13)
  • 2
    • 0040687609 scopus 로고    scopus 로고
    • Nonlinear self-stabilizing processes - I Existence, invariant probability, propagation of chaos
    • PII S0304414998000180
    • S. Benachour, B. Roynette, D. Talay, and P. Vallois Nonlinear self-stabilizing processes. I. Existence, invariant probability, propagation of chaos Stochastic Process. Appl. 75 2 1998 173 201 (Pubitemid 128338599)
    • (1998) Stochastic Processes and their Applications , vol.75 , Issue.2 , pp. 173-201
    • Benachour, S.1    Roynette, B.2    Talay, D.3    Vallois, P.4
  • 3
    • 0040094089 scopus 로고    scopus 로고
    • Nonlinear self-stabilizing processes - II: Convergence to invariant probability
    • PII S0304414998000192
    • S. Benachour, B. Roynette, and P. Vallois Nonlinear self-stabilizing processes. II. Convergence to invariant probability Stochastic Process. Appl. 75 2 1998 203 224 (Pubitemid 128338600)
    • (1998) Stochastic Processes and their Applications , vol.75 , Issue.2 , pp. 203-224
    • Benachour, S.1    Roynette, B.2    Vallois, P.3
  • 4
    • 0009088163 scopus 로고
    • A certain class of diffusion processes associated with nonlinear parabolic equations
    • T. Funaki A certain class of diffusion processes associated with nonlinear parabolic equations Z. Wahrsch. Verw. Gebiete 67 3 1984 331 348
    • (1984) Z. Wahrsch. Verw. Gebiete , vol.67 , Issue.3 , pp. 331-348
    • Funaki, T.1
  • 6
    • 52949093541 scopus 로고    scopus 로고
    • Large deviations and a Kramers' type law for self-stabilizing diffusions
    • S. Herrmann, P. Imkeller, and D. Peithmann Large deviations and a Kramers' type law for self-stabilizing diffusions Ann. Appl. Probab. 18 4 2008 1379 1423
    • (2008) Ann. Appl. Probab. , vol.18 , Issue.4 , pp. 1379-1423
    • Herrmann, S.1    Imkeller, P.2    Peithmann, D.3
  • 7
    • 0010914615 scopus 로고
    • A class of Markov processes associated with nonlinear parabolic equations
    • H.P. McKean Jr. A class of Markov processes associated with nonlinear parabolic equations Proc. Natl. Acad. Sci. USA 56 1966 1907 1911
    • (1966) Proc. Natl. Acad. Sci. USA , vol.56 , pp. 1907-1911
    • McKean Jr., H.P.1
  • 9
    • 51249177449 scopus 로고
    • A law of large numbers for moderately interacting diffusion processes
    • K. Oelschlger A law of large numbers for moderately interacting diffusion processes Z. Wahrsch. Verw. Gebiete 69 2 1985 279 322
    • (1985) Z. Wahrsch. Verw. Gebiete , vol.69 , Issue.2 , pp. 279-322
    • Oelschlger, K.1
  • 11
    • 0001105004 scopus 로고
    • Cole d't de Probabilits de Saint-Flour XIX1989
    • Springer Berlin
    • A.-S. Sznitman Topics in propagation of chaos cole d't de Probabilits de Saint-Flour XIX1989 Lecture Notes in Math. vol. 1464 1991 Springer Berlin 165 251
    • (1991) Lecture Notes in Math. , vol.1464 , pp. 165-251
    • Sznitman, A.-S.1
  • 12
    • 0039059437 scopus 로고
    • Free energy and the convergence of distributions of diffusion processes of McKean type
    • Y. Tamura Free energy and the convergence of distributions of diffusion processes of McKean type J. Fac. Sci. Univ. Tokyo Sect. IA Math. 34 2 1987 443 484
    • (1987) J. Fac. Sci. Univ. Tokyo Sect. IA Math. , vol.34 , Issue.2 , pp. 443-484
    • Tamura, Y.1
  • 13
    • 0039652516 scopus 로고
    • On asymptotic behaviors of the solution of a nonlinear diffusion equation
    • Y. Tamura On asymptotic behaviors of the solution of a nonlinear diffusion equation J. Fac. Sci. Univ. Tokyo Sect. IA Math. 31 1 1984 195 221
    • (1984) J. Fac. Sci. Univ. Tokyo Sect. IA Math. , vol.31 , Issue.1 , pp. 195-221
    • Tamura, Y.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.