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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| Property / Mathematics Subject Classification ID: 82C31 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J65 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H05 / rank | |||
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| Property / zbMATH DE Number: 6022104 / rank | |||
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Brownian motion | |||
| Property / zbMATH Keywords: Brownian motion / rank | |||
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stochastic differential equations | |||
| Property / zbMATH Keywords: stochastic differential equations / rank | |||
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Smoluchowski-Kramers approximation | |||
| Property / zbMATH Keywords: Smoluchowski-Kramers approximation / rank | |||
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Einstein mobility-diffusion relation | |||
| Property / zbMATH Keywords: Einstein mobility-diffusion relation / rank | |||
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Revision as of 18:39, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Noise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the Smoluchowski-Kramers limit |
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Statements
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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