Long-term behavior for superprocesses over a stochastic flow.
Xiong, Jie (2004)
Electronic Communications in Probability [electronic only]
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Xiong, Jie (2004)
Electronic Communications in Probability [electronic only]
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L. C. G. Rogers (1981)
Séminaire de probabilités de Strasbourg
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Fitzsimmons, P.J. (2000)
Electronic Communications in Probability [electronic only]
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Benjamin Jourdain, Tony Lelièvre, Raphaël Roux (2010)
ESAIM: Mathematical Modelling and Numerical Analysis
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We study a free energy computation procedure, introduced in [Darve and Pohorille, (2001) 9169–9183; Hénin and Chipot, (2004) 2904–2914], which relies on the long-time behavior of a nonlinear stochastic differential equation. This nonlinearity comes from a conditional expectation computed with respect to one coordinate of the solution. The long-time convergence of the solutions to this equation has been proved in [Lelièvre , (2008)...
James R. Norris (1988)
Séminaire de probabilités de Strasbourg
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François Bolley, Arnaud Guillin, Florent Malrieu (2010)
ESAIM: Mathematical Modelling and Numerical Analysis
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We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium in Wasserstein distance with an explicit exponential rate. We also prove a propagation of chaos property for an associated particle system, and give rates on the approximation of the solution by the particle system. Finally, a transportation ...
James R. Norris (1986)
Séminaire de probabilités de Strasbourg
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Gobet, Emmanuel, Kohatsu-Higa, Arturo (2003)
Electronic Communications in Probability [electronic only]
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