Asymptotic Problems in Stochastic Processes and Differential Equations
Asymptotic Problems in Stochastic Processes and Differential Equations
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Date
2013
Authors
Hu, Wenqing
Advisor
Freidlin, Mark
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Abstract
We study some asymptotic problems in stochastic processes and in
differential equations. We consider Smoluchowski-Kramers approximations with variable and vanishing friction. We also consider the problem around second order elliptic equations with a small parameter.