Well-posedness and long time behavior of singular Langevin stochastic differential equations-Reference-Cited by-同舟云学术

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

Published:2020-04 Issue:4 Volume:130 Page:1879-1896
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Song Renming,Xie Longjie

Funder

Simons Foundation

Alexander von Humboldt Stiftung Foundation, Germany

NNSF of China

Natural Science Foundation of Jiangsu Province

PAPD of Jiangsu Higher Education Institutions

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference37 articles.

1. Randomized Hamiltonian Monte Carlo;Bou-Rabee;Ann. Appl. Probab.,2017

2. Large deviations for the Langevin equation with strong damping;Cerrai;J. Stat. Phys.,2015

3. Construction of N-particle Langevin dynamics for H1,∞-potentials via generalized Dirichlet forms;Conrad;Potential Anal.,2008

4. Construction, ergodicity and rate of convergence of N-particle Langevin dynamics with singular potentials;Conrad;J. Evol. Equ.,2010

5. Geometric ergodicity of two-dimensional hamiltonian systems with a lennard-jones-like repulsive potential;Cooke;Commun. Math. Sci.,2017

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials;Stochastic Processes and their Applications;2024-06

2. Sharp convex generalizations of stochastic Gronwall inequalities;Journal of Differential Equations;2024-05

3. Transition Pathways for a Class of Degenerate Stochastic Dynamical Systems with Lévy Noise;2024

4. The Smoluchowski–Kramers limits of stochastic differential equations with irregular coefficients;Stochastic Processes and their Applications;2022-08

5. Quasi-stationary distribution for Hamiltonian dynamics with singular potentials;Probability Theory and Related Fields;2022-07-13

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