The Smoluchowski-Kramers limits of stochastic differential equations with irregular coefficients

DOI10.1016/J.SPA.2022.04.016zbMATH Open1495.60054OpenAlexW4229079546WikidataQ115341103 ScholiaQ115341103MaRDI QIDQ2145771FDOQ2145771

Authors: Longjie Xie, Li Yang 

Publication date: 20 June 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2022.04.016

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zbMATH Keywords

homogenizationLangevin equationSmoluchowski-Kramers approximationZvonkin's transformationnoise-induced drift

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) (L^p)-limit theorems (60F25)

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Cited In (7)

• Stochastic wave equation with Hölder noise coefficient: well-posedness and small mass limit
• Analysis of White Noise Limits for Stochastic Systems with Two Fast Relaxation Times
• Rate of convergence in the Smoluchowski-Kramers approximation for mean-field stochastic differential equations
• Second-order fast-slow stochastic systems
• Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited
• Small mass limit for stochastic interacting particle systems with Lévy noise and linear alignment force
• Title not available (Why is that?)

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