Infinitely many Brownian globules with Brownian radii

  • We consider an infinite system of non overlaping globules undergoing Brownian motions in R3. 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 infinitedimensional 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.

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Author:Myriam Fradon, Sylvie Roelly
Series (Serial Number):Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint (2009, 07)
Document Type:Preprint
Year of Completion:2009
Publishing Institution:Universität Potsdam
Release Date:2011/03/31
RVK - Regensburg Classification:SI 990
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Licence (German):License LogoKeine Nutzungslizenz vergeben - es gilt das deutsche Urheberrecht