The ODE method for some self-interacting diffusions on ℝd
The aim of this paper is to study the long-term behavior of a class of self-interacting diffusion processes on ℝd. These are solutions to SDEs with a drift term depending on the actual position of the process and its normalized occupation measure μt. These processes have so far been studied on compact spaces by Benaïm, Ledoux and Raimond, using stochastic approximation methods. We extend these methods to ℝd, assuming a confinement potential satisfying some conditions. These hypotheses on the confinement...