Long time behaviour of a stochastic nanoparticle (Q2250583)

Let \(W\) be a standard Brownian motion with values in \({\mathbb R^3}\), and let \(b \in {\mathbb R^3}\) be the magnetic field. Put \(S({\mathbb R^3}) = \{ u \in {\mathbb R^3}:\left| u \right| = 1\} \). The authors model the \(S({\mathbb R^3})\)-valued magnetic moment process by the stochastic differential equation \(d{Y_t} = - {\mu _t} \wedge (bdt + \varepsilon d{W_t}) - \alpha {\mu _t} \wedge ({\mu _t} \wedge (bdt + \varepsilon d{W_t}))\), \({\mu _t} = \frac{{{Y_t}}}{{\left| {{Y_t}} \right|}}\), \({Y_0} = y \in {\mathbb R^3}\), where \(\alpha > 0\) is the magnitude of the damping term and \(\varepsilon > 0\) is the magnitude of the noise term. It is shown that \({\mu _t} \cdot b\mathop \to \limits_{t \to \infty } \left| b \right|\) a.s.\ and \(\mathop {\lim }\limits_{t \to \infty } \sqrt t \operatorname{E}[\left| {\left| b \right| - {\mu _t} \cdot b} \right|] = \frac{{{\varepsilon ^2}(1 + {\alpha ^2})}}{{2\alpha }}\).