The Smoluchowski-Kramers limits of stochastic differential equations with irregular coefficients (Q2145771)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The Smoluchowski-Kramers limits of stochastic differential equations with irregular coefficients |
scientific article |
Statements
The Smoluchowski-Kramers limits of stochastic differential equations with irregular coefficients (English)
0 references
20 June 2022
0 references
Smoluchowski-Kramers approximation
0 references
Langevin equation
0 references
noise-induced drift
0 references
Zvonkin's transformation
0 references
homogenization
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references