Hypoelliptic multiscale Langevin diffusions: large deviations, invariant measures and small mass asymptotics
From MaRDI portal
Publication:2362562
DOI10.1214/17-EJP72zbMath1368.60027arXiv1506.06181OpenAlexW2964240862MaRDI QIDQ2362562
Wenqing Hu, Konstantinos V. Spiliopoulos
Publication date: 10 July 2017
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.06181
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10) Hypoelliptic equations (35H10)
Related Items (10)
A Smoluchowski-Kramers approximation for an infinite dimensional system with state-dependent damping ⋮ The Smoluchowski-Kramers limits of stochastic differential equations with irregular coefficients ⋮ Random perturbations of a periodically driven nonlinear oscillator: escape from a resonance zone ⋮ Large deviations for synchronized system ⋮ On the small noise limit in the Smoluchowski-Kramers approximation of nonlinear wave equations with variable friction ⋮ Langevin equations in the small-mass limit: higher-order approximations ⋮ Diffusion approximation for multi-scale stochastic reaction-diffusion equations ⋮ On the convergence of stationary solutions in the Smoluchowski-Kramers approximation of infinite dimensional systems ⋮ Martingale structure for general thermodynamic functionals of diffusion processes under second-order averaging ⋮ Smoluchowski-Kramers approximation for the damped stochastic wave equation with multiplicative noise in any spatial dimension
This page was built for publication: Hypoelliptic multiscale Langevin diffusions: large deviations, invariant measures and small mass asymptotics
