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On Stochastic Differential Equations in a Configuration Space
-
A. Skorokhod
Published/Copyright:
February 25, 2010
Abstract
Infinite systems of stochastic differential equations for randomly perturbed particle systems with pairwise interaction are considered. It is proved that under some reasonable assumption on the potential function there exists a local weak solution to the system and it is weakly locally unique for a wide class of initial conditions.
Received: 2000-07-03
Published Online: 2010-02-25
Published in Print: 2001-June
© Heldermann Verlag
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Keywords for this article
Configuration space;
stochastic differential equation;
local weak solution
Articles in the same Issue
- Topological Spaces with the Strong Skorokhod Property
- Convergence to Zero and Boundedness of Operator-Normed Sums of Random Vectors with Application to Autoregression Processes
- On a Characterisation of Inner Product Spaces
- On the Tail Estimation of the Norm of Rademacher Sums
- Entropy Numbers of Certain Summation Operators
- Proper Moving Average Representations and Outer Functions in Two Variables
- Sequential Compactness for the Weak Topology of Vector Measures in Certain Nuclear Spaces
- Towards an Innovation Theory of Spatial Brownian Motion under Boundary Conditions
- Entropy Numbers of Diagonal Operators of Logarithmic Type
- On Normal Approximation of Large Products of Functions: A Refinement of Blackwell's Result
- Asymptotic Behavior of Singular and Entropy Numbers for Some Riemann–Liouville Type Operators
- Probability Measures with Big Kernels
- Hölder Versions of Banach Space Valued Random Fields
- Representations of Conditional Means
- On Convergence of Series of Random Elements via Maximal Moment Relations with Applications to Martingale Convergence and to Convergence of Series with p-Orthogonal Summands
- On Stochastic Differential Equations in a Configuration Space
- On Accuracy of Improved χ2-Approximations
- Tractability of Tensor Product Linear Operators in Weighted Hilbert Spaces
