Moderate Deviations for the Langevin Equation with Strong Damping
Abstract
In this paper, we establish a moderate deviation principle for the Langevin dynamics with strong damping. The weak convergence approach plays an important role in the proof.
- Publication:
-
Journal of Statistical Physics
- Pub Date:
- March 2018
- DOI:
- 10.1007/s10955-018-1958-4
- arXiv:
- arXiv:1703.03033
- Bibcode:
- 2018JSP...170..845C
- Keywords:
-
- Stochastic Langevin equation;
- Large deviations;
- Moderate deviations;
- 60H10;
- 60F10;
- Mathematics - Probability
- E-Print:
- 17 pages