Noise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the Smoluchowski-Kramers limit
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Publication:411506
DOI10.1007/s10955-012-0418-9zbMath1245.82052arXiv1112.2607WikidataQ57515442 ScholiaQ57515442MaRDI QIDQ411506
Giovanni Volpe, Jan Wehr, Scott Hottovy
Publication date: 4 April 2012
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.2607
Brownian motion; stochastic differential equations; Smoluchowski-Kramers approximation; Einstein mobility-diffusion relation
60J65: Brownian motion
82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
60H05: Stochastic integrals
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