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Kinetic energy of the Langevin particle - MaRDI portal

Kinetic energy of the Langevin particle (Q5141892)

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scientific article; zbMATH DE number 7288989
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English
Kinetic energy of the Langevin particle
scientific article; zbMATH DE number 7288989

    Statements

    title
    Kinetic energy of the Langevin particle (English)
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    publication date
    22 December 2020
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    zbMATH Keywords
    Itô vs Stratonovich dilemma
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    non-uniqueness of solutions
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    stochastic differential equations
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    uniqueness of solution
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    Langevin equation
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    Identifiers

    Mathematics Subject Classification ID
    82C31
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    60H20
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    81S25
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    60J70
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    35A02
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    35Q82
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    35R60
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    zbMATH DE Number
    7288989
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    OpenAlex ID
    W3046475699
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    arXiv ID
    2003.09866
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    DOI
    10.1111/SAPM.12333
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