In this talk, we briefly present some Freidlin and Wentzell results then we give a Kramers’type law satisfied by the McKean-Vlasov diffusion when the confining potential is uniformly strictly convex. We briefly present two previous proofs of this result before giving a third proof which is simpler, more intuitive and less technical.
Pontificia Universidad Católica de Chile (PUC-Chile)
Av. Vicuña Mackenna 4860, Macul,
Santiago – Chile
(+56 2) 2354 5779
Facultad de Ciencias Físicas y Matemáticas (FCFM)
Universidad de Chile
Beauchef 851, Edificio Norte, Piso 7,
Santiago – Chile