Stochastic differential equations with discontinuous drift in Hilbert space with applications to interacting particle systems

DOI10.1023/A:1011350917384MaRDI QIDQ1600583zbMATH OpenOpenAlexFDO

Authors L. Gawarecki, V. S. Mandrekar

Publication date 16 June 2002

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1011350917384

zbMATH Keywords

dissipativity conditionGibbs measureinfinite particle systemnuclear spaceweak solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Interacting particle systems in time-dependent statistical mechanics (82C22)

Recommendations

• On solutions to stochastic differential equations with discontinuous drift in Hilbert space
• Weak solutions to stochastic differential equations with discontinuous drift in Hilbert space
• Limit theorem for countable systems of stochastic differential equations
• Generalized solutions of stochastic differential equations for infinite particle systems
• scientific article; zbMATH DE number 1516510

Cited in

(11)

• Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
• On solutions to stochastic differential equations with discontinuous drift in Hilbert space
• On the existence and uniqueness of SDE describing an n-particle system interacting via a singular potential
• Discrete-space partial dynamic equations on time scales and applications to stochastic processes
• Itô formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties
• A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes
• Weak solutions to stochastic differential equations with discontinuous drift in Hilbert space
• Generalized solutions of stochastic differential equations for infinite particle systems
• On the strong existence and uniqueness to a solution of a countable system of SDEs with measurable drift
• Stochastic differential equations with local interactions
• Well-posedness of stochastic chemotaxis system

This page was built for publication: Stochastic differential equations with discontinuous drift in Hilbert space with applications to interacting particle systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1600583)