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Exit problem of McKean-Vlasov diffusions in convex landscapes

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Exit problem of McKean-Vlasov diffusions in convex landscapes
2.	Creator	Author's name, affiliation, country	Julian Tugaut; University of Bielefeld; Germany
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Self-stabilizing diffusion; Exit time; Exit location; Large deviations; Interacting particle systems; Propagation of chaos; Granular media equation
3.	Subject	Subject classification	60F10; 60J60; 60H10; 82C22
4.	Description	Abstract	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 2008) 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 Wentzell. Our arguments are as follows. In one hand, we establish a strong version of the propagation of chaos which allows to link the exit time of the McKean-Vlasov diffusion and the one of a particle in a mean-field system. In the other hand, we apply the Freidlin-Wentzell theory to the associated mean field system, which is a Markovian diffusion.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)	CRC 701, Spectral Structures and Topological Methods in Mathematics, at the University of Bielefeld
7.	Date	(YYYY-MM-DD)	2012-09-12
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/1914
10.	Identifier	Digital Object Identifier	10.1214/EJP.v17-1914
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 17
12.	Language	English=en	en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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