Stochastic differential equations in a scale of Hilbert spaces
Functional Analysis
2018-05-15 v5 Mathematical Physics
math.MP
Abstract
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite 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 a Euclidean space.
Keywords
Cite
@article{arxiv.1706.00794,
title = {Stochastic differential equations in a scale of Hilbert spaces},
author = {Alexei Daletskii},
journal= {arXiv preprint arXiv:1706.00794},
year = {2018}
}