Chargaziya, Georgy and Daletskii, Alex orcid.org/0000-0003-3185-9806 (2023) Stochastic differential equations in a scale of Hilbert spaces. Global solutions. Electronic Communications in Probability. ECP557. ISSN 1083-589X
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 are proved by an extension of the Ovsyannikov method. These results are 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 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.
Metadata
Item Type: | Article |
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Authors/Creators: |
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Dates: |
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Institution: | The University of York |
Academic Units: | The University of York > Faculty of Sciences (York) > Mathematics (York) |
Depositing User: | Pure (York) |
Date Deposited: | 10 Oct 2023 15:40 |
Last Modified: | 05 Feb 2025 17:00 |
Published Version: | https://doi.org/10.1214/23-ECP557 |
Status: | Published |
Refereed: | Yes |
Identification Number: | 10.1214/23-ECP557 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:204052 |