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

MaRDI QIDQ5487213zbMATHFDO

Authors Anatolii V. Skorokhod

Publication date 19 September 2006

zbMATH Keywords

stochastic differential equationdiffusion processes with interaction

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales and classical analysis (60G46)

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