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arXiv · 1703.03033

Moderate deviations for the Langevin equation with strong damping

Lingyan Cheng·Ruinan Li·Wei Liu
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Abstract

In this paper, we establish a moderate deviations principle for the Langevin dynamics with strong damping. The weak convergence approach plays an important role in the proof.

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Lingyan Cheng, Ruinan Li, Wei Liu. 2017-03-08. Moderate deviations for the Langevin equation with strong damping. https://doi.org/10.1007/s10955-018-1958-4

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