Skip to main content
Log in

Stochastic Differential Equations with Discontinuous Drift in Hilbert Space with Applications to Interacting Particle Systems

  • Published:
Journal of Mathematical Sciences Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

REFERENCES

  1. S. Albeverio and R. Hoegh-Krohn, “Homogeneous random fields and statistical mechanics, ” J. Funct. Anal., 19, 242–272 (1975).

    Google Scholar 

  2. S. Albeverio, Yu. G. Kondratiev, M. Rockner, and T. V. Tsikalenko, Glauber Dynamics for Quantum Lattice Systems, Preprint (1999).

  3. L. Gawarecki, V. Mandrekar, and P. Richard, “Existence of weak solutions for stochastic differential equations and martingale solutions for stochastic semilinear equations, ” Random Oper. Stoch. Eq., 7, No. 3, 215–240 (1999).

    Google Scholar 

  4. L. Gawarecki and V. Mandrekar, “Weak solutions to stochastic differential equations with discontinuous drift in Hilbert space, ” in: Proceedings of the Conference in Honor of S. Albeverio (to appear).

  5. A. N. Godunov, “On Peano's theorem in Banach spaces, ” Funct. Anal. Appl., 9, 53–55 (1975).

    Google Scholar 

  6. G. Kallianpur, I. Mitoma, and R. L. Wolpert, “Diffusion equations in duals of nuclear spaces, ” Stoch. Stoch. Reports, 29, 285–329 (1990).

    Google Scholar 

  7. G. Leha and G. Ritter, “On solutions to stochastic differential equations with discontinuous drift in Hilbert space, ” Math. Ann., 270, 109–123 (1985).

    Google Scholar 

  8. A. V. Skorokhod, Personal communication.

  9. M. Yor, “Existence et unicité de diffusions á valeurs dans un espace de Hilbert, ” Ann. Inst. Henri Poincaré, B10, 55–88 (1974).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Gawarecki, L., Mandrekar, V. Stochastic Differential Equations with Discontinuous Drift in Hilbert Space with Applications to Interacting Particle Systems. Journal of Mathematical Sciences 105, 2550–2554 (2001). https://doi.org/10.1023/A:1011350917384

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1011350917384

Keywords

Navigation