Stochastic differential equations for infinite particle systems of jump type with long range interactions
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- Esaki Syota
- Department of Applied Mathematics, Fukuoka University
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- Tanemura Hideki
- Department of Mathematics, Keio University
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Abstract
<p>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.</p>
Journal
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- Journal of the Mathematical Society of Japan
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Journal of the Mathematical Society of Japan 76 (1), 283-336, 2024
The Mathematical Society of Japan
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Keywords
Details 詳細情報について
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- CRID
- 1390861869684483456
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- NII Book ID
- AA0070177X
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- ISSN
- 18811167
- 18812333
- 00255645
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- NDL BIB ID
- 033292441
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- Text Lang
- en
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- Data Source
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- JaLC
- NDL
- Crossref
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- Abstract License Flag
- Disallowed