Abstract
We consider a type of stochastic relativistic Hamiltonian system, and study the behavior of its solution when the coefficient of the potential diverges to ∞. In particular, we prove that under certain conditions, the solution converges to a stochastic process with jump given as a combination of a diffusion process and a uniform motion process. The precise description of the limit process is also given.
Original language | English |
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Pages (from-to) | 557-590 |
Number of pages | 34 |
Journal | Dynamic Systems and Applications |
Volume | 22 |
Issue number | 4 |
Publication status | Published - 2013 Dec |
Externally published | Yes |
ASJC Scopus subject areas
- Mathematics(all)