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arXiv · 1407.1329

Strong solutions of non-colliding particle systems

Piotr Graczyk·Jacek Malecki
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Abstract

We study systems of stochastic differential equations describing positions x_1,x_2,...,x_p of p ordered particles, with inter-particles repulsions of the form H_{ij}(x_i,x_j)/(x_i-x_j). We show the existence of strong and pathwise unique non-colliding solutions of the system with a colliding initial point x_1(0)\leq ...\leq x_p(0) in the whole generality, under natural assumptions on the coefficients of the equations.

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Piotr Graczyk, Jacek Malecki. 2014-07-04. Strong solutions of non-colliding particle systems. https://arxiv.org/abs/1407.1329

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