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Preprint Oct 2026

Central limit theorem for the Smoluchowski--Kramers approximation

We establish the central limit theorem (CLT) for Smoluchowski--Kramers approximation of Langevin equations with state-dependent, possibly non-symmetric friction and multiplicative noise. To the best of our knowledge, this is the first such result, even in the case of constant friction and additive noise. The result dif...

Yun Li, Long-Jie Xie, Li Yang et al. · 0 citations

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