Stochastic differential equations in a scale of Hilbert spaces

Research output: Contribution to journalArticlepeer-review

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 R.
Original languageEnglish
JournalElectronic Journal of Probability
Publication statusAccepted/In press - 18 Nov 2018

Bibliographical note

This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details.

Cite this