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Uniqueness for a historical SDE with a singular interaction
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UNSPECIFIED (1998) Uniqueness for a historical SDE with a singular interaction. JOURNAL OF THEORETICAL PROBABILITY, 11 (2). pp. 515-533. ISSN 0894-9840.
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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 | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Journal or Publication Title: | JOURNAL OF THEORETICAL PROBABILITY | ||||
Publisher: | PLENUM PUBL CORP | ||||
ISSN: | 0894-9840 | ||||
Official Date: | April 1998 | ||||
Dates: |
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Volume: | 11 | ||||
Number: | 2 | ||||
Number of Pages: | 19 | ||||
Page Range: | pp. 515-533 | ||||
Publication Status: | Published |
Data sourced from Thomson Reuters' Web of Knowledge
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