Exit time for Self-Interacting diffusions

Date/heure
28 avril 2022
09:15 - 10:15

Oratrice ou orateur
Ashot Aleksian (Université de Saint-Etienne)

Catégorie d'évènement
Groupe de travail Probabilités et Statistique


Résumé

In this talk we will discuss Self-Interacting diffusions (SID), its basic properties and applications. We also discuss what constitutes the Exit-time problem, why it is important, and for which dynamical systems it was already established. We present the recent results of exit-time problem for a specific case (convex confinement and convex interaction) of SID and how they were established. In the end of the talk we discuss some ideas to generalize this result