Stochastic Newton equation in strong potential limit

Research output: Contribution to journalArticle

Abstract

We consider a type of stochastic Newton equations, with single-well potential functions, and study the limiting behaviors of their solution processes when the coefficients of the potentials diverge to infinity. We prove that for dimension 1, the stochastic solution processes converge. The explicit descriptions of the limiting processes are also given. Especially, the limiting processes are deterministic for special initial conditions.

Original languageEnglish
Pages (from-to)2913-2955
Number of pages43
JournalStochastic Processes and their Applications
Volume126
Issue number10
DOIs
Publication statusPublished - 2016 Oct 1
Externally publishedYes

Keywords

  • Convergence
  • Diffusion
  • Potential
  • Stochastic Newton equation

ASJC Scopus subject areas

  • Statistics and Probability
  • Modelling and Simulation
  • Applied Mathematics

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