Scaling limit of a kinetic inhomogeneous stochastic system in the quadratic potential
DOI10.3934/dcds.2023042zbMath1515.60179arXiv2206.13276MaRDI QIDQ6107795
Thomas Cavallazzi, Emeline Luirard
Publication date: 3 July 2023
Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.13276
asymptotic distributionLévy processscaling transformationasymptotic expansion of solutions to ordinary differential equationsdamping Hamiltonian systemkinetic stochastic equationtime-inhomogeneous stochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Fokker-Planck equations (35Q84)
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