evolution of the position of a particle SDE (Q6775463)

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positions of particles evolve according to this set of coupled SDEs
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    evolution of the position of a particle SDE
    positions of particles evolve according to this set of coupled SDEs

      Statements

      dXi(t)=−1N∑j=1NF′(Xi(t)−Xj(t))dt+σdWi(t)
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      𝑋(𝑡) = (𝑋₁(𝑡), …, 𝑋ₙ(𝑡)) denote the (random) system state at time 𝑡
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