Large deviation principles for Langevin equations in random environment and applications

DOI10.1063/5.0043973zbMath1486.82031arXiv2101.07133OpenAlexW3190193342MaRDI QIDQ4958121

George Yin, Nhu N. Nguyen

Publication date: 6 September 2021

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.07133

zbMATH Keywords

large deviationrandom environmentLangevin equations

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Processes in random environments (60K37)

Related Items (4)

Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching ⋮ Filtering with degenerate observation noise: a stochastic approximation approach ⋮ Large deviations of Kac's conservative particle system and energy nonconserving solutions to the Boltzmann equation: a counterexample to the predicted rate function ⋮ Exponential tightness of a family of Skorohod integrals

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