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arXiv · 2403.03877

Convergence rate of the Smoluchowski-Kramers approximation for diffusions with jumps

Chungang Shi
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Abstract

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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Chungang Shi. 2024-03-06. Convergence rate of the Smoluchowski-Kramers approximation for diffusions with jumps. https://arxiv.org/abs/2403.03877

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