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A Bakry-Emery Criterion for Self-Interacting Diffusions

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Seminar on Stochastic Analysis, Random Fields and Applications V

Part of the book series: Progress in Probability ((PRPR,volume 59))

Abstract

We give a Bakry-Emery type criterion for self-interacting diffusions on a compact manifold.

We acknowledge financial support from the Swiss National Science Foundation grant 200021-1036251/1.

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References

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Author information

Authors and Affiliations

  1. Institut de Mathématiques, Université de Neuchâtel, Rue Emile-Argand 11 Case postale 2, CH-2007, Neuchâtel, Switzerland

    Michel Benaïm

  2. Laboratoire de Modélisation Stochastique et Statistique, Université Paris Sud, France

    Olivier Raimond

Authors
  1. Michel Benaïm
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  2. Olivier Raimond
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Editor information

Editors and Affiliations

  1. Institut de Mathématiques, Ecole Polytechnique Fédérale, CH-1005, Lausanne, Switzerland

    Robert C. Dalang

  2. Département de Mathématiques, Institut Galilée, Université Paris 13, F-95430, Villetaneuse, France

    Francesco Russo

  3. Institut Elie Cartan, Université Henri Poincaré, B.P. 239, F-54506, Vandoeuvre-lès-Nancy Cedex, France

    Marco Dozzi

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© 2007 Birkhäuser Verlag Basel/Switzerland

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Benaïm, M., Raimond, O. (2007). A Bakry-Emery Criterion for Self-Interacting Diffusions. In: Dalang, R.C., Russo, F., Dozzi, M. (eds) Seminar on Stochastic Analysis, Random Fields and Applications V. Progress in Probability, vol 59. Birkhäuser Basel. https://doi.org/10.1007/978-3-7643-8458-6_2

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