Nonsmooth perturbations in stochastic differential equations for the Brownian motion process

zbMATH Open1199.60304MaRDI QIDQ3605353FDOQ3605353

Authors: Cristinel Mortici, Doina-Constanta Mihai 

Publication date: 23 February 2009

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zbMATH Keywords

Langevin equation

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (7)

• NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS
• Computation and simulation of Langevin stochastic differential equation
• PECULIARITIES OF THE DYNAMICS OF A BROWNIAN PARTICLE WITH RANDOM DISTURBANCES ORTHOGONAL TO ITS SPEED
• Perturbed and non-perturbed Brownian taboo processes
• Non-random functions and solutions of Langevin-type stochastic differential equations
• Langevins stochastic differential equation extended by a time-delayed term
• Continuity versus nonexistence for a class of linear stochastic Cauchy problems driven by a Brownian motion

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