Asymptotic behavior of velocity process in the Smoluchowski–Kramers approximation for stochastic differential equations
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Publication:3212073
DOI10.2307/1427751zbMath0724.60061MaRDI QIDQ3212073
Publication date: 1991
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427751
Fokker-Planck equation; Ornstein-Uhlenbeck process; Liénard oscillator; Smoluchowski-Kramers equation
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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