The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction (Q2018321)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction |
scientific article |
Statements
The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction (English)
0 references
14 April 2015
0 references
stochastic differential equations
0 references
Smoluchowski-Kramers approximation
0 references
stochastic integrals
0 references
Lyapunov matrix equation
0 references
0 references
0 references
0 references
