Stochastic differential equations with local interactions

DOI10.1214/23-ECP559MaRDI QIDQ6177624zbMATH OpenOpenAlexFDO

Authors Michael A. Kouritzin, Thomas G. Kurtz, Jie Xiong

Publication date 17 January 2024

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/23-ecp559

zbMATH Keywords

local interactionsparticle systemstochastic differential equationuniqueness

Mathematics Subject Classification ID

Infinite-dimensional random dynamical systems; stochastic equations (37L55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

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• scientific article; zbMATH DE number 192908 (Why is no real title available?)
• Infinite dimensional stochastic differential equations for Dyson's model
• Infinite dimensional stochastic differential equations of Ornstein-Uhlenbeck type
• Infinite interacting diffusion particles I: Equilibrium process and its scaling limit
• Infinite system of Brownian balls with interaction: the non-reversible case
• Infinite-dimensional stochastic differential equations and tail -fields
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• Sample path large deviations for diffusion processes on configuration spaces over a Riemannian manifold
• The classical mechanics of one-dimensional systems of infinitely many particles. I: An existence theorem
• Unendlich-dimensionale Wienerprozesse mit Wechselwirkung

Cited in

(1)

• Stochastic differential equations for Infinite particle systems of jump type with long range interactions

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