The Smoluchowski–Kramers limits of stochastic differential equations with irregular coefficients

Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise

(2022) Qiao Huang et al.   BERNOULLI

Diffusion approximation for fully coupled stochastic differential equations

(2021) Michael Röckner et al.   ANNALS OF PROBABILITY

Homogenization for Generalized Langevin Equations with Applications to Anomalous Diffusion

(2020) Soon Hoe Lim et al.   ANNALES HENRI POINCARE

Lq(Lp)-theory of stochastic differential equations

(2020) Pengcheng Xia et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Well-posedness and long time behavior of singular Langevin stochastic differential equations

(2019) Renming Song et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Ergodicity and Lyapunov Functions for Langevin Dynamics with Singular Potentials

(2019) David P. Herzog et al.   COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS

Homogenization of dissipative, noisy, Hamiltonian dynamics

(2018) Jeremiah Birrell et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Smoluchowski–Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem

(2016) Sandra Cerrai et al.   ANNALS OF PROBABILITY

The Small-Mass Limit for Langevin Dynamics with Unbounded Coefficients and Positive Friction

(2016) David P. Herzog et al.   JOURNAL OF STATISTICAL PHYSICS

The Smoluchowski-Kramers Limit of Stochastic Differential Equations with Arbitrary State-Dependent Friction

(2014) Scott Hottovy et al.   COMMUNICATIONS IN MATHEMATICAL PHYSICS

Small mass asymptotic for the motion with vanishing friction

(2012) Mark Freidlin et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS