Exit-time of a self-stabilizing diffusion

Resumen: In this talk, we briefly present some Freidlin and Wentzell results then we give a Kramers’type law satisfied by the McKean-Vlasov diffusion when the confining potential is uniformly strictly convex. We briefly present two previous proofs of this result before giving a third proof which is simpler, more intuitive and less technical.

Date: Jun 27, 2017 at 16:00 h
Venue: Beauchef 851, Torre Norte Piso 7, Sala de Seminarios John Von Neumann.
Speaker: Julian Tugaut
Affiliation: Université Jean Monnet
Coordinator: Prof. Daniel Remenik
Abstract:
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Posted on Jun 20, 2017 in Núcleo Modelos Estocásticos de Sistemas Complejos y Desordenados, Seminars