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2023 Stochastic differential equations in a scale of Hilbert spaces. Global solutions
Georgy Chargaziya, Alexei Daletskii
Author Affiliations +
Electron. Commun. Probab. 28: 1-13 (2023). DOI: 10.1214/23-ECP557

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 Rn. 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.

Acknowledgments

We are very grateful to Zdzislaw Brzeźniak and Dmitri Finkelshtein for their interest in this work and many stimulating discussions.

Citation

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Georgy Chargaziya. Alexei Daletskii. "Stochastic differential equations in a scale of Hilbert spaces. Global solutions." Electron. Commun. Probab. 28 1 - 13, 2023. https://doi.org/10.1214/23-ECP557

Information

Received: 15 May 2023; Accepted: 1 October 2023; Published: 2023
First available in Project Euclid: 14 November 2023

Digital Object Identifier: 10.1214/23-ECP557

Subjects:
Primary: 60H10
Secondary: ‎46E99 , 82C20 , 82C31

Keywords: Infinite particle system , scale of Hilbert spaces , Stochastic differential equation

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