Open AccessA weak overdamped limit theorem for Langevin processes
Author(s) -
Mathias Rousset,
Yushun Xu,
Pierre-André Zitt
Publication year - 2020
Publication title -
alea
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.667
H-Index - 18
ISSN - 1980-0436
DOI - 10.30757/alea.v17-01
Subject(s) - martingale (probability theory) , langevin dynamics , limit (mathematics) , mathematics , statistical physics , weak convergence , physics , mathematical physics , mathematical analysis , computer science , computer security , asset (computer security)