pith. sign in

arxiv: 1407.1329 · v1 · pith:GRIZ5KG3new · submitted 2014-07-04 · 🧮 math.PR

Strong solutions of non-colliding particle systems

classification 🧮 math.PR
keywords equationsnon-collidingsolutionsstrongsystemsassumptionscoefficientscolliding
0
0 comments X
read the original 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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.