A Berry–Esseen Bound in the Smoluchowski–Kramers Approximation
In this paper, we use the Kolmogorov distance to investigate the Smoluchowski–Kramers approximation for stochastic differential equations. We obtain an explicit Berry–Esseen error bound for the rate of convergence. Our main tools are the techniques of Malliavin calculus.
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| Veröffentlicht in: | Journal of statistical physics 2020-05, Vol.179 (4), p.871-884 |
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| container_title | Journal of statistical physics |
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| creator | Van Tan, Nguyen Dung, Nguyen Tien |
| description | In this paper, we use the Kolmogorov distance to investigate the Smoluchowski–Kramers approximation for stochastic differential equations. We obtain an explicit Berry–Esseen error bound for the rate of convergence. Our main tools are the techniques of Malliavin calculus. |
| doi_str_mv | 10.1007/s10955-020-02564-6 |
| format | Article |
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| subjects | Approximation Differential equations Mathematical analysis Mathematical and Computational Physics Physical Chemistry Physics Physics and Astronomy Quantum Physics Statistical Physics and Dynamical Systems Theoretical |
| title | A Berry–Esseen Bound in the Smoluchowski–Kramers Approximation |
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