Strong solutions of non-colliding particle systems

被引：39

作者：

Graczyk, Piotr ^{[1
]}

Malecki, Jacek ^{[2
]}

机构：

[1] Univ Angers, LAREMA, Angers, France

[2] Wroclaw Univ Technol, Dept Math, Fac Fundamental Problems Technol, PL-50370 Wroclaw, Poland

来源：

ELECTRONIC JOURNAL OF PROBABILITY | 2014年 / 19卷

关键词：

stochastic differential equation; strong solution; non-colliding particle system; BROWNIAN-MOTION; EIGENVALUES;

D O I：

10.1214/EJP.v19-3842

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study systems of stochastic differential equations describing positions x(1),...,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) <= ... <= x(p)(0) in the whole generality, under natural assumptions on the coefficients of the equations.

引用

页数：21

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