Asymptotic behavior of velocity process in the Smoluchowski–Kramers approximation for stochastic differential equations (Q3212073)
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English | Asymptotic behavior of velocity process in the Smoluchowski–Kramers approximation for stochastic differential equations |
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Asymptotic behavior of velocity process in the Smoluchowski–Kramers approximation for stochastic differential equations (English)
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1991
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Liénard oscillator
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Fokker-Planck equation
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Smoluchowski-Kramers equation
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Ornstein-Uhlenbeck process
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