Qian-Ning Zhang

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...