Stochastic differential equations in a scale of Hilbert spaces. Global solutions

被引:0
|
作者
Chargaziya, Georgy [1 ]
Daletskii, Alexei [2 ]
机构
[1] Swansea Univ, Dept Math, Swansea, Wales
[2] Univ York, Dept Math, York, England
关键词
stochastic differential equation; scale of Hilbert spaces; infinite particle system; SUPERSTABLE INTERACTIONS; DIRICHLET OPERATORS; TRANSITION; DYNAMICS;
D O I
10.1214/23-ECP557
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions are proved by an extension of the Ovsyannikov method. These results are 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 Rn. The paper improves the results of the work by the second named author "Stochastic differential equations in a scale of Hilbert spaces", Electron. J. Probab. 23, where finite-time solutions were constructed.
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页数:14
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