Abstract
Infinite-dimensional stochastic differential equations (ISDEs) describing systems with an infinite number of particles are considered. Each particle undergoes a Lévy 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.
Funding Statement
This work was supported by JSPS KAKENHI Grant Numbers JP17K14206, JP16H06338, JP19H01793.
Citation
Syota ESAKI. Hideki TANEMURA. "Stochastic differential equations for infinite particle systems of jump type with long range interactions." J. Math. Soc. Japan 76 (1) 283 - 336, January, 2024. https://doi.org/10.2969/jmsj/90289028
Information
