Self-interacting diffusions
By M. Benaim, Michel Ledoux, Olivier Raimond. 2002
98 citations recorded by the source corpus.
Subfields: Computational Theory and Mathematics, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/b55cfc36f2424f390edc2992f233471823a031f4
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In Computational Theory and Mathematics
In Mathematical Physics
Citations in the corpus
- Stochastic Heavy ball (2016, background): “In particular, a growing field of interest concerns the behavior of self-interacting stochastic algorithms (see, among others, [BLR02] and [GP14]) because these non-Markovian processes produce interesting features from the modeling point of view (an illustration may be found in [GMP15]).”
- Continuous time vertex-reinforced jump processes (2002, background): “Reinforced Brownian motions have also been studied. See [ 1 ] for references.”