Quasi-stationary distribution for the Langevin process in cylindrical domains. II: Overdamped limit

DOI10.1214/22-EJP789zbMath1491.35017arXiv2103.00338OpenAlexW3135188393MaRDI QIDQ2144335

Mouad Ramil

Publication date: 13 June 2022

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.00338

zbMATH Keywords

quasi-stationary distributionoverdamped limitLangevin processoverdamped Langevin process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Singular perturbations in context of PDEs (35B25) Linear operators defined by compactness properties (47B07) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (2)

Transcritical bifurcation for the conditional distribution of a diffusion process ⋮ Recent advances in the long-time analysis of killed degenerate processes and their particle approximation

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