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

zbMATH Keywords

asymptotic distributionLévy processscaling transformationasymptotic expansion of solutions to ordinary differential equationsdamping Hamiltonian systemkinetic stochastic equationtime-inhomogeneous stochastic differential equation

Mathematics Subject Classification ID

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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