A Berry-Esseen bound in the Smoluchowski-Kramers approximation

DOI10.1007/S10955-020-02564-6MaRDI QIDQ2183164zbMATH OpenOpenAlexFDO

Authors Nguyen Van Tan, Nguyen Tien Dung

Publication date 26 May 2020

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10955-020-02564-6

zbMATH Keywords

Malliavin calculusBerry-Esseen boundSmoluchowski-Kramers approximation

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cites work

• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• scientific article; zbMATH DE number 3265711 (Why is no real title available?)
• A parameter estimator based on Smoluchowski-Kramers approximation
• Brownian motion in a field of force and the diffusion model of chemical reactions
• On the Smoluchowski-Kramers approximation for SPDEs and its interplay with large deviations and long time behavior
• On the Smoluchowski-Kramers approximation for a system with an infinite number of degrees of freedom
• Smoluchowski-Kramers approximation and large deviations for infinite dimensional gradient systems
• Smoluchowski-Kramers approximation for a general class of SPDEs
• Some remarks on the Smoluchowski-Kramers approximation
• The Malliavin Calculus and Related Topics
• The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction
• The Smoluchowski–Kramers approximation for the stochastic Liénard equation by mean-field

Cited in

(5)

• Rate of convergence in the Smoluchowski-Kramers approximation for mean-field stochastic differential equations
• The total variation distance between the solutions to stochastic Volterra equations and SDEs with its applications
• The rate of convergence for the Smoluchowski-Kramers approximation for stochastic differential equations with FBM
• Rate of convergence for the Smoluchowski-Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions
• Extension of the corrected barrier approximation by Broadie, Glasserman, and Kou

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