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Ornstein–Uhlenbeck Process with a Random Potential

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Fluctuations in Markov Processes

Part of the book series: Grundlehren der mathematischen Wissenschaften ((GL,volume 345))

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Abstract

In the previous chapters we have considered particles moving in a random environment where viscous effects dominate over the inertia. Here we present a simple model that takes into account the inertia forces, given by a Newtonian system of equations with a random forcing. An additional difficulty comes from the fact that the symmetric part of the generator of the environment process degenerates.

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Komorowski, T., Landim, C., Olla, S. (2012). Ornstein–Uhlenbeck Process with a Random Potential. In: Fluctuations in Markov Processes. Grundlehren der mathematischen Wissenschaften, vol 345. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-29880-6_13

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