Stochastic differential equations in a scale of Hilbert spaces
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Publication:1722014
DOI10.1214/18-EJP247zbMATH Open1406.60087MaRDI QIDQ1722014FDOQ1722014
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Linear function spaces and their duals (46E99)
Abstract: A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a system of equations describing non-equilibrium stochastic dynamics of (real-valued) spins of an infinite particle system on a typical realization of a Poisson or Gibbs point process in a Euclidean space.
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