A Berry-Esseen bound in the Smoluchowski-Kramers approximation
From MaRDI portal
Publication:2183164
DOI10.1007/s10955-020-02564-6zbMath1434.82065OpenAlexW3027417932MaRDI QIDQ2183164
Nguyen Tien Dung, Nguyen Van Tan
Publication date: 26 May 2020
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10955-020-02564-6
Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items
The rate of convergence for the Smoluchowski-Kramers approximation for stochastic differential equations with FBM ⋮ Rate of convergence in the Smoluchowski-Kramers approximation for mean-field stochastic differential equations ⋮ The total variation distance between the solutions to stochastic Volterra equations and SDEs with its applications
Cites Work
- Unnamed Item
- Unnamed Item
- On the Smoluchowski-Kramers approximation for SPDEs and its interplay with large deviations and long time behavior
- Some remarks on the Smoluchowski-Kramers approximation
- Smoluchowski-Kramers approximation for a general class of SPDEs
- A parameter estimator based on Smoluchowski-Kramers approximation
- The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction
- On the Smoluchowski-Kramers approximation for a system with an infinite number of degrees of freedom
- Smoluchowski–Kramers approximation and large deviations for infinite dimensional gradient systems
- The Smoluchowski–Kramers approximation for the stochastic Liénard equation by mean-field
- The Malliavin Calculus and Related Topics
- Brownian motion in a field of force and the diffusion model of chemical reactions