Stochastic Hamiltonian equation with uniform motion area

研究成果: Article査読

2 被引用数 (Scopus)

抄録

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.

本文言語English
ページ(範囲)557-590
ページ数34
ジャーナルDynamic Systems and Applications
22
4
出版ステータスPublished - 2013 12
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ASJC Scopus subject areas

  • 数学 (全般)

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