A class of Langevin equations with Markov switching involving strong damping and fast switching
From MaRDI portal
Publication:5136164
DOI10.1063/1.5145116zbMATH Open1452.82020OpenAlexW3036138145MaRDI QIDQ5136164FDOQ5136164
Authors: Nhu N. Nguyen, George Yin 
Publication date: 25 November 2020
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1063/1.5145116
Recommendations
- Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching
- Well-posedness and long time behavior of singular Langevin stochastic differential equations
- Large deviations for the Langevin equation with strong damping
- Large deviation principles for Langevin equations in random environment and applications
- Stochastic Liénard equations with random switching and two-time scales
Cites Work
- Hybrid switching diffusions. Properties and applications
- A variational representation for certain functionals of Brownian motion
- Averaging principle of SDE with small diffusion: Moderate deviations
- Title not available (Why is that?)
- Title not available (Why is that?)
- Large deviations
- Large deviations for two-time-scale systems driven by nonhomogeneous Markov chains and associated optimal control problems
- Title not available (Why is that?)
- Large deviations for multi-scale Markovian switching systems with a small diffusion
- Classical Mechanics
- The Smoluchowski–Kramers approximation for the stochastic Liénard equation by mean-field
- Variational representations for continuous time processes
- Large deviations for the Langevin equation with strong damping
- Title not available (Why is that?)
- On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components
- Moderate deviations for the Langevin equation with strong damping
- The Langevin equation. With applications to stochastic problems in physics, chemistry and electrical engineering
Cited In (6)
- Quantized feedback stabilization of continuous-time Markov jump systems under asynchronous control
- Second-order fast-slow stochastic systems
- Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching
- Large deviation principles for Langevin equations in random environment and applications
- Large deviations for the Langevin equation with strong damping
- Exponential tightness of a family of Skorohod integrals
This page was built for publication: A class of Langevin equations with Markov switching involving strong damping and fast switching
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5136164)
