Self-repelling diffusions on a Riemannian manifold
Abstract
Let M be a compact connected oriented Riemannian manifold. The purpose of this paper is to investigate the long time behavior of a degenerate stochastic differential equation on the state space ; which is obtained via a natural change of variable from a self-repelling diffusion taking the form where is a Brownian vector field on , and is a diagonal Mercer kernel. We prove that the induced semi-group enjoys the strong Feller property and has a unique invariant probability given as the product of the normalized Riemannian measure on M and a Gaussian measure on . We then prove an exponential decay to this invariant probability in and in total variation.
Cite
@article{arxiv.1505.05664,
title = {Self-repelling diffusions on a Riemannian manifold},
author = {Michel Benaïm and Carl-Erik Gauthier},
journal= {arXiv preprint arXiv:1505.05664},
year = {2016}
}
Comments
12 figures, 41 pages. Version 3. Typos corrected from Version 2. The presentation of Section 5 has been improved and the new introduction is more detailled than in the 1st version. Accepted for publication in Probability Theory and Related Fields