Stochastic differential equations for infinite particle systems of jump type with long range interactions
arXiv:1809.05903 · doi:10.2926/jmsj/90289028
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.
60pages