Noise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the Smoluchowski-Kramers limit (Q411506)
From MaRDI portal
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 |
scientific article |
Statements
Noise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the Smoluchowski-Kramers limit (English)
0 references
4 April 2012
0 references
Brownian motion
0 references
stochastic differential equations
0 references
Smoluchowski-Kramers approximation
0 references
Einstein mobility-diffusion relation
0 references
