A Berry-Esseen bound in the Smoluchowski-Kramers approximation
DOI10.1007/S10955-020-02564-6zbMATH Open1434.82065OpenAlexW3027417932MaRDI QIDQ2183164FDOQ2183164
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
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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)
Cites Work
- The Malliavin Calculus and Related Topics
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- Brownian motion in a field of force and the diffusion model of chemical reactions
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- Some remarks on the Smoluchowski-Kramers approximation
- The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction
- Smoluchowski-Kramers approximation for a general class of SPDEs
- 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
- The Smoluchowski–Kramers approximation for the stochastic Liénard equation by mean-field
- On the Smoluchowski-Kramers approximation for SPDEs and its interplay with large deviations and long time behavior
- A parameter estimator based on Smoluchowski-Kramers approximation
Cited In (5)
- Rate of convergence in the Smoluchowski-Kramers approximation for mean-field stochastic differential equations
- The rate of convergence for the Smoluchowski-Kramers approximation for stochastic differential equations with FBM
- The total variation distance between the solutions to stochastic Volterra equations and SDEs with its applications
- Extension of the corrected barrier approximation by Broadie, Glasserman, and Kou
- Rate of convergence for the Smoluchowski-Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions
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