Exit-time of an inhomogeneous diffusion
type: Dataset
description: We investigate the exit problem for a diffusion which drift is not time-homogeneous. More precisely, we study this problem for a McKean-Vlasov diffusion, that corresponds to the probabilistic interpretation of the granular media equation. This problem has already been solved in previous articles when the confining potential is uniformly strictly convex. Two different methods have been used. However, these two methods do not extend to the non-convex case. Consequently, here, we proceed in another way: by making a coupling with another McKean-Vlasov diffusion with a uniformly strictly convex confining potential. We present the result in a simple case, the one in which the interacting potential is linear. However, the result can be extended in a more general setting.
issued: 2026-05-05T12:00:18.316854
language: en
modified: 2026-05-05T12:00:18.316858
contact point: Organization
  fn: CCSD
keyword: coupling-method
keyword: exit-time
keyword: freidlin-and-wentzell-theory
keyword: granular-media-equation
keyword: infoeu-reposemanticspreprint
keyword: interacting-particle-systems
keyword: large-deviations
keyword: mathmath-prmathematics-mathprobability-mathpr
keyword: preprints-working-papers-
keyword: self-stabilizing-diffusions
landing page: https://hal.science/hal-00987805

Exit-time of an inhomogeneous diffusion
type: Distribution
format: HTML
issued: 2026-05-05T12:00:18.322441
modified: 2026-05-05T12:00:18.303600
access URL: https://hal.science/hal-00987805

test_moissonnage_selune
type: Agent