Displaying similar documents to “On the regularity of many-particle dynamical systems perturbed by white noise.”

An introduction to probabilistic methods with applications

Pierre Del Moral, Nicolas G. Hadjiconstantinou (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

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This special volume of the ESAIM Journal, , contains a collection of articles on probabilistic interpretations of some classes of nonlinear integro-differential equations. The selected contributions deal with a wide range of topics in applied probability theory and stochastic analysis, with applications in a variety of scientific disciplines, including physics, biology, fluid mechanics, molecular chemistry, financial mathematics and bayesian statistics. In this preface, we provide...

On stochastic differential equations with locally unbounded drift

István Gyöngy, Teresa Martínez (2001)

Czechoslovak Mathematical Journal

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We study the regularizing effect of the noise on differential equations with irregular coefficients. We present existence and uniqueness theorems for stochastic differential equations with locally unbounded drift.