The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction

DOI10.1007/s00220-014-2233-4zbMath1310.60083arXiv1404.2330OpenAlexW2012401747WikidataQ57515429 ScholiaQ57515429MaRDI QIDQ2018321

Giovanni Volpe, Scott Hottovy, Austin McDaniel, Jan Wehr

Publication date: 14 April 2015

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.2330

zbMATH Keywords

stochastic differential equationsLyapunov matrix equationstochastic integralsSmoluchowski-Kramers approximation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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