English

Stochastic differential equations in a scale of Hilbert spaces 2. Global solutions

Functional Analysis 2021-10-26 v2

Abstract

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-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 Rn{\mathbb{R}}^{n}. The paper improves the results of the work by the second named author "Stochastic differential equations in a scale of Hilbert spaces", Electron. J. Probab. 23, where finite-time solutions were constructed.

Keywords

Cite

@article{arxiv.2107.11875,
  title  = {Stochastic differential equations in a scale of Hilbert spaces 2. Global solutions},
  author = {Georgy Chargaziya and Alexei Daletskii},
  journal= {arXiv preprint arXiv:2107.11875},
  year   = {2021}
}