A class of Langevin equations with Markov switching involving strong damping and fast switching

DOI10.1063/1.5145116zbMath1452.82020OpenAlexW3036138145MaRDI QIDQ5136164

Nhu N. Nguyen, George Yin

Publication date: 25 November 2020

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

Full work available at URL: https://doi.org/10.1063/1.5145116

Mathematics Subject Classification ID

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

Related Items (3)

Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching ⋮ Large deviation principles for Langevin equations in random environment and applications ⋮ Exponential tightness of a family of Skorohod integrals

Cites Work

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• Large deviations for multi-scale Markovian switching systems with a small diffusion
• On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components
• Classical Mechanics
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