An \(\infty\)-dimensional inhomogeneous Langevin's equation

DOI10.1016/0022-1236(85)90027-8zbMath0579.60053OpenAlexW2089823249MaRDI QIDQ1067304

Itaru Mitoma

Publication date: 1985

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(85)90027-8

zbMATH Keywords

central limit theoremLangevin's equationweighted Schwartz's space of rapidly decreasing functions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Generalized stochastic processes (60G20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial value problems for linear higher-order PDEs (35G10) Higher-order parabolic equations (35K25)

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Cites Work

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• Tightness of probabilities on C([0,1;\(S_ p\)) and D([0,1];\(S_ p\))]
• Central limit theorem for a simple diffusion model of interacting particles
• Distribution-valued processes arising from independent Brownian motions
• On the norm continuity of -valued Gaussian processes
• Some applications of stochastic integration in infinite dimensions
• Limit theorems for the motion of a Poisson system of independent Markovian particles with high density

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