Infinitely many Brownian globules with Brownian radii
- We consider an infinite system of non overlaping globules undergoing Brownian motions in R3. The term globules means that the objects we are dealing with are spherical, but with a radius which is random and time-dependent. The dynamics is modelized by an infinitedimensional Stochastic Differential Equation with local time. Existence and uniqueness of a strong solution is proven for such an equation with fixed deterministic initial condition. We also find a class of reversible measures.
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| Author details: | Myriam Fradon, Sylvie RoellyGND |
|---|---|
| URN: | urn:nbn:de:kobv:517-opus-49552 |
| Publication series (Volume number): | Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint (2009, 07) |
| Publication type: | Preprint |
| Language: | English |
| Publication year: | 2009 |
| Publishing institution: | Universität Potsdam |
| Release date: | 2011/03/31 |
| RVK - Regensburg classification: | SI 990 |
| Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
| DDC classification: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |
| License (German): |  Keine öffentliche Lizenz: Unter Urheberrechtsschutz |
