Stochastic Differential Equations with Local Interactions
ELECTRONIC COMMUNICATIONS IN PROBABILITY(2023)
摘要
An infinite system of stochastic differential equations for particle locations is considered. The particles exhibit local interactions through drift coefficients that depend upon other particles within a fixed distance. Strong existence and uniqueness is proved for this particle system with potentially discontinuous, local interactions.
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关键词
stochastic differential equation,particle system,local interactions,uniqueness
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