Abstract
In this paper, we study the small mass limit of the dynamic of stochastic system with state dependent friction and diffusion. We prove the strong convergence of the original system under weak assumptions on the coefficients, where the limiting equation admits an additional noise-induced drift term. Furthermore, the rate of convergence is also obtained. Our results even provide non-trivial improvement of the previous limit theorems for the classical Langevin equation.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.