Stochastic Newton equation in strong potential limit

DOI10.1016/J.SPA.2016.03.007MaRDI QIDQ311981zbMATH OpenOpenAlexFDO

Authors Song Liang

Publication date 13 September 2016

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

Full work available at URL https://doi.org/10.1016/j.spa.2016.03.007

zbMATH Keywords

convergencepotentialdiffusionstochastic Newton equation

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05)

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Cites work

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• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A classical mechanical model of Brownian motion with plural particles
• A limit theorem for stochastic acceleration
• A mechanical model of Brownian motion with uniform motion area
• Asymptotic expansions for SDE's with small multiplicative noise
• Stochastic Hamiltonian equation with uniform motion area

Cited in

(5)

• Spiking and collapsing in large noise limits of SDEs
• scientific article; zbMATH DE number 2131681 (Why is no real title available?)
• Stochastic Newton equations in the strong potential limit for the multi-dimensional case
• Stochastic Hamiltonian equation with uniform motion area
• Stochastic Formulation of Newton’s Acceleration

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