Open Access
2014 Strong solutions of non-colliding particle systems
Piotr Graczyk, Jacek Małecki
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Electron. J. Probab. 19: 1-21 (2014). DOI: 10.1214/EJP.v19-3842


We study systems of stochastic differential equations describing positions $x_1,...,x_p$ of $p$ ordered particles, with inter-particles repulsions of the form $H_{ij}(x_i,x_j)/(x_i-x_j)$. We show the existence of strong and pathwise unique non-colliding solutions of the system with a colliding initial point $x_1(0) \leq ... \leq x_p(0)$ in the whole generality, under natural assumptions on the coefficients of the equations.<br /><br />


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Piotr Graczyk. Jacek Małecki. "Strong solutions of non-colliding particle systems." Electron. J. Probab. 19 1 - 21, 2014.


Accepted: 20 December 2014; Published: 2014
First available in Project Euclid: 4 June 2016

zbMATH: 1307.60079
MathSciNet: MR3296535
Digital Object Identifier: 10.1214/EJP.v19-3842

Primary: 60J60
Secondary: 60H15

Keywords: non-colliding particle system , Stochastic differential equation , Strong solution

Vol.19 • 2014
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