Stochastic differential equations in a scale of Hilbert spaces

DOI10.1214/18-EJP247zbMATH Open1406.60087arXiv1706.00794MaRDI QIDQ1722014FDOQ1722014

Alexei Daletskii

Publication date: 14 February 2019

Published in: Electronic Journal of Probability (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1706.00794

zbMATH Keywords

stochastic differential equationinfinite particle systemscale of Hilbert spaces

Mathematics Subject Classification ID

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)

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Cited In (13)

• Stochastic evolution equations in Hilbert spaces
• On stochastic differential equations in a configuration space
• Boundary-value problems for the system of operator-differential equations in Banach and Hilbert spaces
• Title not available (Why is that?)
• Remarks on two-parameter stochastic differential equations in Hilbert space
• Stochastic Volterra equations of nonscalar type in Hilbert space
• Stochastic differential equations in a scale of Hilbert spaces. Global solutions
• Title not available (Why is that?)
• Sergio's work in statistical mechanics: from quantum particles to geometric stochastic analysis
• Title not available (Why is that?)
• Path-Dependent SDEs in Hilbert Spaces
• Title not available (Why is that?)
• Dissipative stochastic equations in Hilbert space with time dependent coefficients

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