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.
|ジャーナル||Dynamic Systems and Applications|
|出版ステータス||Published - 2013 12|
ASJC Scopus subject areas
- 数学 (全般)