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arXiv · 1809.05903

Stochastic differential equations for infinite particle systems of jump type with long range interactions

Syota Esaki·Hideki Tanemura
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Abstract

Infinite-dimensional stochastic differential equations (ISDEs) describing systems with an infinite number of particles are considered. Each particle undergoes a L\'evy 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.

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Syota Esaki, Hideki Tanemura. 2018-09-16. Stochastic differential equations for infinite particle systems of jump type with long range interactions. https://doi.org/10.2926/jmsj%2F90289028

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