Noise-Induced Drift in Stochastic Differential Equations with Arbitrary Friction and Diffusion in the Smoluchowski-Kramers Limit

Journal of Statistical Physics

Volumn 146, Issue 4, 2012, Pages 762-773

  Hottovy, Scott ^a   Volpe, Giovanni ^b,c,d   Wehr, Jan ^a  

^a University of Arizona   (United States)

^b MAX PLANCK INSTITUTE FOR INTELLIGENT SYSTEMS   (Germany)

^c UNIVERSITY OF STUTTGART   (Germany)

^d BILKENT UNIVERSITY   (Turkey)

Author keywords

Brownian motion; Einstein mobility diffusion relation; Smoluchowski Kramers approximation; Stochastic differential equations

Indexed keywords

EID: 84858340353     PISSN: 00224715     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10955-012-0418-9     Document Type: Article

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