English

Moderate deviations for the Langevin equation with strong damping

Probability 2018-02-05 v3

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.

Keywords

Cite

@article{arxiv.1703.03033,
  title  = {Moderate deviations for the Langevin equation with strong damping},
  author = {Lingyan Cheng and Ruinan Li and Wei Liu},
  journal= {arXiv preprint arXiv:1703.03033},
  year   = {2018}
}

Comments

17 pages

R2 v1 2026-06-22T18:40:13.941Z