Noise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the Smoluchowski-Kramers limit (Q411506)
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English | 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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