Asymptotic behavior of velocity process in the Smoluchowski–Kramers approximation for stochastic differential equations

DOI10.2307/1427751zbMath0724.60061OpenAlexW4250427249MaRDI QIDQ3212073

Kiyomasa Narita

Publication date: 1991

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427751

zbMATH Keywords

Fokker-Planck equationOrnstein-Uhlenbeck processLiénard oscillatorSmoluchowski-Kramers equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Rate of convergence in the Smoluchowski-Kramers approximation for mean-field stochastic differential equations

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