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

DOI10.1155/S1048953396000378zbMATH Open0867.60032OpenAlexW2110112426MaRDI QIDQ675253FDOQ675253

Authors: Anatolii 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

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zbMATH Keywords

martingalestopping timeregularitystochastic differential equationsirregularityinertia 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)

Cited In (7)

• On diffusion dynamics for continuous systems with singular superstable interaction
• Learning interaction kernels in stochastic systems of interacting particles from multiple trajectories
• On the identifiability of interaction functions in systems of interacting particles
• Quasistable gradient and Hamiltonian systems with a pairwise interaction randomly perturbed by Wiener processes
• Strong solutions of stochastic equations with singular time dependent drift
• Modelling particles moving in a potential field with pairwise interactions and an application
• On random dynamical systems generated by white noise time change of deterministic dynamical systems

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