Abstract
Infinite-dimensional stochastic differential equations (ISDEs) describing systems with an infinite number of particles are considered. Each particle undergoes a Lévy process, and the interaction between particles is determined by the long-range interaction potential. The potential is of Ruelle’s class or logarithmic. We discuss the existence and uniqueness of strong solutions of the ISDEs.
| Original language | English |
|---|---|
| Pages (from-to) | 283-336 |
| Number of pages | 54 |
| Journal | Journal of the Mathematical Society of Japan |
| Volume | 76 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 2024 |
Keywords
- infinite-particle jump-type systems
- long-range interactions
- pathwise uniqueness
- stochastic differential equations
- strong solutions
ASJC Scopus subject areas
- General Mathematics