Uniqueness and regularity for a system of interacting Bessel processes via the Muckenhoupt condition
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Publication:2880686
DOI10.1090/S0002-9947-2011-05457-7zbMATH Open1315.60104arXiv0903.5085MaRDI QIDQ2880686FDOQ2880686
Authors: Sebastian Andres, Max-K. Von Renesse 
Publication date: 13 April 2012
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Abstract: We study the regularity of a diffusion on a simplex with singular drift and reflecting boundary condition which describes a finite system of particles on an interval with Coulomb interaction and reflection between nearest neighbors. As our main result we establish the Feller property for the process in both cases of repulsion and attraction. In particular the system can be started from any initial state, including multiple point configurations. Moreover we show that the process is a Euclidean semi-martingale if and only if the interaction is repulsive. Hence, contrary to classical results about reflecting Brownian motion in smooth domains, in the attractive regime a construction via a system of Skorokhod SDEs is impossible. Finally, we establish exponential heat kernel gradient estimates in the repulsive regime. The main proof for the attractive case is based on potential theory in Sobolev spaceswith Muckenhoupt weights.
Full work available at URL: https://arxiv.org/abs/0903.5085
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Muckenhoupt weightsFeller propertyCoulomb interactionreflecting boundary conditioninteracting Bessel processes
Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Harmonic analysis and PDEs (42B37)
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