arXiv · 2107.11875
Stochastic differential equations in a scale of Hilbert spaces 2. Global solutions
Abstract
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a system of equations describing non-equilibrium stochastic dynamics of (real-valued) spins of an infinite particle system on a typical realization of a Poisson or Gibbs point process in ${\mathbb{R}}^{n}$. The paper improves the results of the work by the second named author "Stochastic differential equations in a scale of Hilbert spaces", Electron. J. Probab. 23, where finite-time solutions were constructed.
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Georgy Chargaziya, Alexei Daletskii. 2021-07-25. Stochastic differential equations in a scale of Hilbert spaces 2. Global solutions. https://arxiv.org/abs/2107.11875
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