Stochastic differential equations for infinite particle systems of jump type with long range interactions
Fuente:
arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2018
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| _version_ | 1866916132302094336 |
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| author | Esaki, Syota Tanemura, Hideki |
| author_facet | Esaki, Syota Tanemura, Hideki |
| contents | Infinite-dimensional stochastic differential equations (ISDEs) describing systems with an infinite number of particles are considered. Each particle undergoes a Lévy process, and the interaction between particles is determined by the long-range interaction potential. The potential is of Ruelle's class or logarithmic. We discuss the existence and uniqueness of strong solutions of the ISDEs. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1809_05903 |
| institution | arXiv |
| publishDate | 2018 |
| record_format | arxiv |
| spellingShingle | Stochastic differential equations for infinite particle systems of jump type with long range interactions Esaki, Syota Tanemura, Hideki Probability 60K35, 60H10, 60J76, 60J46 Infinite-dimensional stochastic differential equations (ISDEs) describing systems with an infinite number of particles are considered. Each particle undergoes a Lévy process, and the interaction between particles is determined by the long-range interaction potential. The potential is of Ruelle's class or logarithmic. We discuss the existence and uniqueness of strong solutions of the ISDEs. |
| title | Stochastic differential equations for infinite particle systems of jump type with long range interactions |
| topic | Probability 60K35, 60H10, 60J76, 60J46 |
| url | https://arxiv.org/abs/1809.05903 |