Nonsmooth perturbations in stochastic differential equations for the Brownian motion process

MaRDI QIDQ3605353zbMATH OpenFDO

Authors Cristinel Mortici, Doina-Constanta Mihai

Publication date 23 February 2009

zbMATH Keywords

Langevin equation

Mathematics Subject Classification ID

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

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Cited in

(7)

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

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