fractional brownian motion 1large deviations 1moderate deviations 1small mass limit 1smoluchowski-kramers approximation 1stochastic differential equations 1
From the 1 of 2 linked papers with an AI index.
2 papers
math.PR2026
Uniform-in-Time Smoluchowski-Kramers Approximation in Total Variation for Fractional SDEs
Qian Yu, Jiaxin Zha
Let be a one-dimensional fractional Brownian motion with Hurst index . We study the small-mass limit of the kinetic equation \[ dX_t^μ=Y_t^μ\,dt,\qquad μ\,dY_t^μ…
math.PR2026
Smoluchowski-Kramers Approximation for Stochastic Differential Equations driven by Fractional Brownian Motion
Jiaxin Zha
The paper analyzes the Smoluchowski‑Kramers small‑mass limit for stochastic differential equations driven by fractional Brownian motion, establishing convergence rates and studying…