Kinetic energy of the Langevin particle

DOI10.1111/SAPM.12333zbMath1465.82008arXiv2003.09866OpenAlexW3046475699MaRDI QIDQ5141892

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Publication date: 22 December 2020

Published in: Studies in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.09866

zbMATH Keywords

stochastic differential equationsLangevin equationuniqueness of solutionnon-uniqueness of solutionsItô vs Stratonovich dilemma

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Quantum stochastic calculus (81S25) PDEs with randomness, stochastic partial differential equations (35R60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic integral equations (60H20) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) PDEs in connection with statistical mechanics (35Q82)

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