Moderate deviations for the Langevin equation with strong damping
- Resource Type
- Working Paper
- Authors
- Cheng, Lingyan; Li, Ruinan; Liu, Wei
- Source
- Subject
- Mathematics - Probability
- Language
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.
Comment: 17 pages