Fokker-Planck equation on a manifold. Effective diffusion and spectrum

DOI10.1007/BF02345826zbMath0838.60067MaRDI QIDQ1904294

M. Soloveitchik

Publication date: 27 May 1996

Published in: Potential Analysis (Search for Journal in Brave)

zbMATH Keywords

Ornstein-Uhlenbeck processcentral limit theoremconvergence to equilibriumcompact Riemannian manifoldinvariant probability measure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60)

Related Items (4)

Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds ⋮ Stochastic stability of Pollicott-Ruelle resonances ⋮ Hypocoercivity for Kolmogorov backward evolution equations and applications ⋮ GEOMETRIC LANGEVIN EQUATIONS ON SUBMANIFOLDS AND APPLICATIONS TO THE STOCHASTIC MELT-SPINNING PROCESS OF NONWOVENS AND BIOLOGY

Cites Work

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• Hedging and Maxmin
• Ohrnstein—uhlenbeck process in a random potential

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