Continuous-time limit of repeated interactions for a system in a confining potential

DOI10.1016/j.spa.2014.08.006zbMath1336.60141OpenAlexW2007957416MaRDI QIDQ468744

Julien Deschamps

Publication date: 7 November 2014

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

Full work available at URL: https://doi.org/10.1016/j.spa.2014.08.006

zbMATH Keywords

Markov chainsstochastic differential equationsHamiltonian systemsrepeated interactionsinfinitesimal generatorscontinuous-time limitclassical open systemsrelativistic diffusion processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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