The rate of convergence for the Smoluchowski-Kramers approximation for stochastic differential equations with FBM
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Publication:2659316
DOI10.1007/s10955-020-02643-8zbMath1466.60080OpenAlexW3087907971WikidataQ115382597 ScholiaQ115382597MaRDI QIDQ2659316
Publication date: 26 March 2021
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10955-020-02643-8
fractional Brownian motionMalliavin calculustotal variation distanceSmoluchowski-Kramers approximation
Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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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
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