arXiv Analytics

Sign in

arXiv:1703.03033 [math.PR]AbstractReferencesReviewsResources

Moderate deviations for the Langevin equation with strong damping

Lingyan Cheng, Ruinan Li, Wei Liu

Published 2017-03-08Version 1

In this paper, we establish a moderate deviations principle for the Langevin dynamics with damping. The weak convergence approach plays an important role in the proof.

Comments: 14 pages
Categories: math.PR
Related articles: Most relevant | Search more
arXiv:1503.01027 [math.PR] (Published 2015-03-03)
Large Deviations for the Langevin equation with strong damping
arXiv:2207.06395 [math.PR] (Published 2022-07-13)
Rough homogenization for Langevin dynamics on fluctuating Helfrich surfaces
arXiv:1902.00602 [math.PR] (Published 2019-02-02)
Geometric ergodicity of Langevin dynamics with Coulomb interactions

Links

Toolbox