Convergence rate of the Smoluchowski-Kramers approximation for diffusions with jumps
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arXiv
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| Main Author: | |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866913256373747712 |
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| author | Shi, Chungang |
| author_facet | Shi, Chungang |
| contents | In the paper, the Kolmogorov distance is used to study the Smoluchowski-Kramers approximation for diffusions with jumps. The convergence rate is derived by Malliavin calculus. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_03877 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Convergence rate of the Smoluchowski-Kramers approximation for diffusions with jumps Shi, Chungang Probability In the paper, the Kolmogorov distance is used to study the Smoluchowski-Kramers approximation for diffusions with jumps. The convergence rate is derived by Malliavin calculus. |
| title | Convergence rate of the Smoluchowski-Kramers approximation for diffusions with jumps |
| topic | Probability |
| url | https://arxiv.org/abs/2403.03877 |