2018/07/28 by Nikola Sandrić, Sandrić, Nikola
Mathematics · Physics and Astronomy · #60G17 #60J60 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics #stochastic dynamics and bifurcation
paper · pdf · doi:10.48550/arxiv.1807.10922
openalex publication_date 2018/07/28 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this article, we discuss stability of the one-dimensional overdamped Lange\-vin equation in double-well potential. We determine unstable and stable equilibria, and discuss the rate of convergence to stable ones. Also, we derive conditions for stability of general diffusion processes which generalize the classical and well-known results of Khasminskii 2012.