On the regularity of many-particle dynamical systems perturbed by white noise
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Publication:675253
DOI10.1155/S1048953396000378zbMath0867.60032MaRDI QIDQ675253
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
regularity; stochastic differential equations; irregularity; stopping time; martingale; inertia particle; many-particle systems; noninertia particle
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
34F05: Ordinary differential equations and systems with randomness
60G46: Martingales and classical analysis
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