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Infinitely many Brownian globules with Brownian radii
- We consider an infinite system of non-overlapping globules undergoing Brownian motions in R-3. The term globules means that the objects we are dealing with are spherical, but with a radius which is random and time-dependent. The dynamics is modelized by an infinite-dimensional stochastic differential equation with local time. Existence and uniqueness of a strong solution is proven for such an equation with fixed deterministic initial condition. We also find a class of reversible measures.
| Author details: | Myriam Fradon, Sylvie RoellyGND |
|---|---|
| URL: | http://www.worldscinet.com/sd/sd.shtml |
| DOI: | https://doi.org/10.1142/S021949371000311x |
| ISSN: | 0219-4937 |
| Publication type: | Article |
| Language: | English |
| Year of first publication: | 2010 |
| Publication year: | 2010 |
| Release date: | 2017/03/25 |
| Source: | Stochastics and dynamics. - ISSN 0219-4937. - 10 (2010), 4, S. 591 - 612 |
| Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
| Peer review: | Referiert |
