Physical Brownian motion in a magnetic field as a rough path
From MaRDI portal
Publication:2944921
DOI10.1090/S0002-9947-2015-06272-2zbMath1390.60257arXiv1302.2531WikidataQ56689336 ScholiaQ56689336MaRDI QIDQ2944921
Peter K. Friz, Terence J. Lyons, Paul Gassiat
Publication date: 8 September 2015
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.2531
60J65: Brownian motion
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H99: Stochastic analysis
Related Items
Large deviations of the entropy production rate for a class of Gaussian processes, Ballistic random walks in random environment as rough paths: convergence and area anomaly, Anomalous thermodynamics in homogenized generalized Langevin systems, On the small noise limit in the Smoluchowski-Kramers approximation of nonlinear wave equations with variable friction, Rough paths and SPDE, Variational Principles on Geometric Rough Paths and the Lévy Area Correction, Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering, The accessibility problem for geometric rough differential equations, On the Smoluchowski-Kramers approximation for a system with infinite degrees of freedom exposed to a magnetic field, Discretely sampled signals and the rough Hoff process, Lévy area with a drift as a renormalization limit of Markov chains on periodic graphs, Canonical RDEs and general semimartingales as rough paths, Phase space homogenization of noisy Hamiltonian systems, Rough flows and homogenization in stochastic turbulence, Additive functionals as rough paths, Generating diffusions with fractional Brownian motion, Rough homogenisation with fractional dynamics, Functional limit theorems for the fractional Ornstein-Uhlenbeck process, A Smoluchowski-Kramers approximation for an infinite dimensional system with state-dependent damping, Homogenisation for anisotropic kinetic random motions, Langevin equations in the small-mass limit: higher-order approximations, Central limit theorems for non-symmetric random walks on nilpotent covering graphs. I, Toric geometry of path signature varieties, A rough path perspective on renormalization, The large deviation principle and steady-state fluctuation theorem for the entropy production rate of a stochastic process in magnetic fields
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Solving the KPZ equation
- Smoothness of the density for solutions to Gaussian rough differential equations
- Small mass asymptotics for a charged particle in a magnetic field and long-time influence of small perturbations
- Uniqueness for the signature of a path of bounded variation and the reduced path group
- Densities for rough differential equations under Hörmander's condition
- Differential equations driven by Gaussian signals
- Differential equations driven by rough signals
- Extending the Wong-Zakai theorem to reversible Markov processes
- Smoluchowski-Kramers approximation in the case of variable friction
- Good rough path sequences and applications to anticipating stochastic calculus
- Analysis of SPDEs arising in path sampling. II: The nonlinear case
- Evolving communities with individual preferences
- Cubature on Wiener space
- Rough stochastic PDEs
- Multidimensional Stochastic Processes as Rough Paths
- Rough path analysis via fractional calculus
- System Control and Rough Paths
- Multiscale Methods
- A course on rough paths. With an introduction to regularity structures