Convergence rate of the Smoluchowski-Kramers approximation for diffusions with jumps
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.
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| Format: | Artikel |
| Sprache: | eng |
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| Zusammenfassung: | 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. |
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| DOI: | 10.48550/arxiv.2403.03877 |