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Long-time dynamics of stochastic differential equations

Abstract : These lecture notes have been prepared for a series of lectures to be given at the Summer School "From kinetic equations to statistical mechanics", (see https://www.lebesgue.fr/fr/content/sem2021-equat_cynet ) organised by the Henri Lebesgue Center in Saint Jean de Monts, from June 28th to July 2nd 2021. This is a preliminary version of the notes, which may still contain errors. A third chapter, concerning the theory of large deviations and its applications to stochastic differential equations, has yet to be written.
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https://hal.archives-ouvertes.fr/hal-03271001
Contributor : Nils Berglund <>
Submitted on : Friday, June 25, 2021 - 11:51:27 AM
Last modification on : Saturday, June 26, 2021 - 3:26:19 AM

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  • HAL Id : hal-03271001, version 1
  • ARXIV : 2106.12998

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Nils Berglund. Long-time dynamics of stochastic differential equations. 2021. ⟨hal-03271001⟩

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