Abstract
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.
Citation
Michael A. Kouritzin. Thomas G. Kurtz. Jie Xiong. "Stochastic differential equations with local interactions." Electron. Commun. Probab. 28 1 - 13, 2023. https://doi.org/10.1214/23-ECP559
Information
