Quasistable gradient and Hamiltonian systems with a pairwise interaction randomly perturbed by Wiener processes

DOI10.1155/S1048953303000042zbMath1027.60061OpenAlexW2147303425MaRDI QIDQ1812269

Anatoli V. Skorokhod

Publication date: 3 January 2004

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/50459

zbMATH Keywords

Wiener processquasistabilitygradient and Hamiltonian systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Ordinary differential equations and systems with randomness (34F05) Martingales and classical analysis (60G46) Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems (37Jxx)

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