Instantaneous blowup for interacting SDEs with superlinear drift
Probability
2026-01-21 v2
Abstract
We consider a system of interacting SDEs on the integer lattice with multiplicative noise and a drift satisfying the finite Osgood's condition. We show instantaneous everywhere blowup for initial profiles decaying slower than . We employ the splitting-up method to compare the interacting system to a one-dimensional SDE which blows up.
Cite
@article{arxiv.2506.21164,
title = {Instantaneous blowup for interacting SDEs with superlinear drift},
author = {Mathew Joseph and Shubham Ovhal},
journal= {arXiv preprint arXiv:2506.21164},
year = {2026}
}
Comments
Expanded Section 4 to include non-constant initial profiles