On the regularity of many-particle dynamical systems perturbed by white noise

DOI10.1155/S1048953396000378zbMath0867.60032OpenAlexW2110112426MaRDI QIDQ675253

Anatoli V. Skorokhod

Publication date: 20 July 1997

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

Full work available at URL: https://eudml.org/doc/47674

zbMATH Keywords

regularitystochastic differential equationsirregularitystopping timemartingaleinertia particlemany-particle systemsnoninertia particle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Martingales and classical analysis (60G46)

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