南方科技大学知识苑(SUSTech KC): Stochastic differential equations with local interactions

题名	Stochastic differential equations with local interactions
作者	Kouritzin, Michael A.1; Kurtz, Thomas G.2; Xiong, Jie3
通讯作者	Kouritzin, Michael A.
发表日期	2023
DOI	10.1214/23-ECP559
发表期刊	ELECTRONIC COMMUNICATIONS IN PROBABILITY 影响因子和分区
EISSN	1083-589X
卷号	28
摘要	An infinite system of stochastic differential equations for particle locations is considered. The particles exhibit local interactions through drift coefficients that depend upon other particles within a fixed distance. Strong existence and uniqueness is proved for this particle system with potentially discontinuous, local interactions.
关键词	stochastic differential equation particle system local interactions uniqueness
相关链接	[来源记录]
收录类别	SCI
语种	英语
学校署名	其他
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:001144746600001
出版者	INST MATHEMATICAL STATISTICS-IMS
ESI学科分类	MATHEMATICS
来源库	Web of Science
引用统计
成果类型	期刊论文
条目标识符	http://sustech.caswiz.com/handle/2SGJ60CL/789354
专题	南方科技大学
作者单位	1.Univ Alberta, Edmonton, AB, Canada 2.Univ Wisconsin Madison, Madison, WI 53706 USA 3.Southern Univ Sci & Technol, Shenzhen, Peoples R China
推荐引用方式 GB/T 7714	Kouritzin, Michael A.,Kurtz, Thomas G.,Xiong, Jie. Stochastic differential equations with local interactions[J]. ELECTRONIC COMMUNICATIONS IN PROBABILITY,2023,28.
APA	Kouritzin, Michael A.,Kurtz, Thomas G.,&Xiong, Jie.(2023).Stochastic differential equations with local interactions.ELECTRONIC COMMUNICATIONS IN PROBABILITY,28.
MLA	Kouritzin, Michael A.,et al."Stochastic differential equations with local interactions".ELECTRONIC COMMUNICATIONS IN PROBABILITY 28(2023).