We consider a type of stochastic relativistic Hamiltonian system, and study the behavior of its solution when the coefficient of the potential diverges to ∞. In particular, we prove that under certain conditions, the solution converges to a stochastic process with jump given as a combination of a diffusion process and a uniform motion process. The precise description of the limit process is also given.
|Number of pages||34|
|Journal||Dynamic Systems and Applications|
|Publication status||Published - 2013 Dec|
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