Noise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the Smoluchowski-Kramers limit (Q411506): Difference between revisions

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Noise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the Smoluchowski-Kramers limit
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    Noise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the Smoluchowski-Kramers limit (English)
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    4 April 2012
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    Brownian motion
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    stochastic differential equations
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    Smoluchowski-Kramers approximation
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    Einstein mobility-diffusion relation
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