Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155374 | Stochastic Processes and their Applications | 2016 | 43 Pages |
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 11, 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Song Liang,