A variational principle for the kramers equation with unbounded external forces

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)333-367
Number of pages35
JournalJournal of Mathematical Analysis and Applications
Volume250
Issue number1
DOIs
StatePublished - Oct 1 2000
Externally publishedYes

ASJC Scopus Subject Areas

  • Analysis
  • Applied Mathematics

Keywords

  • Brownian motion
  • Cost function
  • Gradient flux
  • Kantorovich functional
  • Kolmogorov-Fokker-Planck equation
  • Kramers equation
  • Variational principle

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