The Library
Uniqueness for a historical SDE with a singular interaction
Tools
Tools
Tools
UNSPECIFIED (1998) Uniqueness for a historical SDE with a singular interaction. JOURNAL OF THEORETICAL PROBABILITY, 11 (2). pp. 515-533. ISSN 0894-9840
Full text not available from this repository.Abstract
We consider a measure-valued process that models a self repelling or self-attracting population. The process is found as the unique solution to an equation driven by historical Brownian motion. The main result is pathwise uniqueness for a historical stochastic differential equation with a singular drift coefficient.
| Item Type: | Journal Article |
|---|---|
| Subjects: | Q Science > QA Mathematics |
| Journal or Publication Title: | JOURNAL OF THEORETICAL PROBABILITY |
| Publisher: | PLENUM PUBL CORP |
| ISSN: | 0894-9840 |
| Date: | April 1998 |
| Volume: | 11 |
| Number: | 2 |
| Number of Pages: | 19 |
| Page Range: | pp. 515-533 |
| Publication Status: | Published |
| URI: | http://wrap.warwick.ac.uk/id/eprint/15745 |
Data sourced from Thomson Reuters' Web of Knowledge
Actions (login required)
 |
View Item |
