The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction (Q2018321)
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| English | The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction |
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The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction (English)
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14 April 2015
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stochastic differential equations
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Smoluchowski-Kramers approximation
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stochastic integrals
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Lyapunov matrix equation
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