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Stochastic Newton equation in strong potential limit

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Publication:311981
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DOI10.1016/J.SPA.2016.03.007zbMath1351.34071OpenAlexW2304174453MaRDI QIDQ311981

Song Liang

Publication date: 13 September 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2016.03.007


zbMATH Keywords

potentialdiffusionconvergencestochastic Newton equation


Mathematics Subject Classification ID

Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05) Convergence of probability measures (60B10)


Related Items (1)

Stochastic Newton equations in the strong potential limit for the multi-dimensional case




Cites Work

  • A limit theorem for stochastic acceleration
  • Asymptotic expansions for SDE's with small multiplicative noise
  • A CLASSICAL MECHANICAL MODEL OF BROWNIAN MOTION WITH PLURAL PARTICLES
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