Uniqueness of diffusion generators for two types of particle systems with singular interactions

DOI10.1016/J.JFA.2004.03.012MaRDI QIDQ1883235zbMATH OpenOpenAlexFDO

Authors A. Yu. Konstantinov, Yuri Kondratiev, Michael Röckner

Publication date 1 October 2004

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfa.2004.03.012

zbMATH Keywords

diffusion in random mediadistorted Brownian motionsingular interaction

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60)

Review text

Two specific models of stochastic particle systems in \(\mathbb R^d\) are studied. The first model is connected with a particle performing in a random motion and interacting with randomly distributed impurities, and the second describes a system with \(N\) particles, interacting via a singular pair potential. The \(L^1\)- and \(L^2\)-uniqueness w.r.t. the underlying symmetrizing measures of these two models are proved, which, in particular, implies the non-explosion of these particle systems.

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Cited in

(3)

• Strong solutions of stochastic equations with singular time dependent drift
• Strong solutions of some one-dimensional SDEs with random and unbounded drifts
• Vlasov scaling for stochastic dynamics of continuous systems

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