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
In this paper, we discuss the validity of an approximation inspired by the Smoluchowski-Kramers approximation for a class of stochastic differential equations driven by fractional…