Limit motion of an Ornstein–Uhlenbeck particle on the equilibrium manifold of a force field

DOI10.2307/3215007zbMath0899.60050OpenAlexW4241783271MaRDI QIDQ4376513

Antonella Calzolari, Federico Marchetti

Publication date: 3 November 1998

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

Full work available at URL: https://doi.org/10.2307/3215007

zbMATH Keywords

weak convergencediffusions on manifoldsconstraintsconvergence of stochastic integralsOrnstein-Uhlenbeck particle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65)

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