Extracting macroscopic stochastic dynamics: Model problems

DOI10.1002/cpa.10057zbMath1033.60080OpenAlexW2111818440MaRDI QIDQ4790322

Christof Schütte, Wilhelm Huisinga, Andrew M. Stuart

Publication date: 28 January 2003

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.10057

zbMATH Keywords

stochastic differential equationharmonic oscillatorsmolecular dynamicstransfer operatorfinite-state-space Markov chain

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Biochemistry, molecular biology (92C40) Ergodic theorems, spectral theory, Markov operators (37A30) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Transition functions, generators and resolvents (60J35) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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