Strong solutions of non-colliding particle systems
Probability
2014-07-08 v1
Abstract
We study systems of stochastic differential equations describing positions x_1,x_2,...,x_p of p ordered particles, with inter-particles repulsions of the form H_{ij}(x_i,x_j)/(x_i-x_j). We show the existence of strong and pathwise unique non-colliding solutions of the system with a colliding initial point x_1(0)\leq ...\leq x_p(0) in the whole generality, under natural assumptions on the coefficients of the equations.
Keywords
Cite
@article{arxiv.1407.1329,
title = {Strong solutions of non-colliding particle systems},
author = {Piotr Graczyk and Jacek Malecki},
journal= {arXiv preprint arXiv:1407.1329},
year = {2014}
}
Comments
19 pages