Row finite systems of stochastic differential equations with dissipative drift

2021/07/25 by Georgy Chargaziya, Chargaziya, Georgy
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Functional Analysis (math.FA) #Mathematical Biology Tumor Growth #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.2107.11890

openalex publication_date 2021/07/25 · openalex created_date 2021/08/02 · openalex updated_date 2026/07/28

Abstract

Motivated by studies of stochastic systems describing non-equilibrium dynamics of (real-valued) spins of an infinite particle system in ℝⁿ we consider a row-finite system of stochastic differential equations with dissipative drift. The existence and uniqueness of infinite time solutions is proved via finite volume approximation and a version of the Ovsjannikov method.

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• Stochastic differential equations in a scale of Hilbert spaces 2. Global solutions
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