The Smoluchowski–Kramers approximation for the stochastic Liénard equation by mean-field

DOI10.2307/1427750zbMath0724.60062OpenAlexW2498369366MaRDI QIDQ3212074

Kiyomasa Narita

Publication date: 1991

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427750

zbMATH Keywords

stochastic differential equationLangevin equationSmoluchowski-Kramers approximationMcKean equation

Mathematics Subject Classification ID

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

Related Items (5)

Smoluchowski-Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem ⋮ A Berry-Esseen bound in the Smoluchowski-Kramers approximation ⋮ Rate of convergence in the Smoluchowski-Kramers approximation for mean-field stochastic differential equations ⋮ A class of Langevin equations with Markov switching involving strong damping and fast switching ⋮ Large deviation principles for Langevin equations in random environment and applications

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