Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.

DOI10.1016/S0304-4149(00)00061-2zbMath1047.60059OpenAlexW2046017653MaRDI QIDQ1879512

Li-ming Wu

Publication date: 22 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(00)00061-2

zbMATH Keywords

large deviationsexponential convergencemoderate deviationsstrong Feller propertystochastic Hamiltonian systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Transition functions, generators and resolvents (60J35)

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