Collision or non-collision problem for interacting Brownian particles

Collision or non-collision problem for interacting Brownian particles

Kiyokazu Inukai

Source: Proc. Japan Acad. Ser. A Math. Sci. Volume 82, Number 4 (2006), 66-70.

Abstract

The purpose of this paper is to study the collision or non-collision problem for interacting Brownian particles in the framework of theory of Dirichlet forms. The result is closely related to a question on existence and uniqueness of strong solutions for stochastic differential equations with singular drifts.

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Primary Subjects: 60J60

Keywords: Interacting Brownian particles; diffusion; collision; Dirichlet form; capacity

Full-text: Open access

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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.pja/1146576182
Mathematical Reviews number (MathSciNet): MR2222214
Digital Object Identifier: doi:10.3792/pjaa.82.66
Zentralblatt MATH identifier: 1107.60041

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