Uniqueness for a Historical SDE with a Singular Interaction 1

Journal of Theoretical Probability

Volumn 11, Issue 2, 1998, Pages 515-533

  Adler, Robert ^a,b   Tribe, Roger ^c  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

^b TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

^c UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Historical process; Singular interaction; Super Brownian motion

Indexed keywords

EID: 0042688986     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022644108434     Document Type: Article

References (9)

1. Cépa, E., and Lépingle, D. (1997). Diffusing particles with electrostatic repulsion. Prob. Th. Rel. Fields 107, 429-449.
2. Dawson, D. (1993). Measure valued Markov processes, École d'Été de Probabilités de Saint-Flour, XXI. Lect. Notes Math. 1541, Springer, 1-260.
3. Durrett, R. T., Rogers, L. C. G. (1992). Asymptotic behavior of Brownian polymers. Prob. Th. Rel. Fields 92, No. 3, 337-349.
4. Perkins, E. (1991). On the continuity of measure valued processes. Seminar on Stochastic Processes, 1990, Cinlar, E. ed., Birkhäuser, pp. 261-268.
5. Perkins, E. (1992). Measure valued branching diffusions with spatial interactions. Prob. Th. Rel. Fields 94, 189-245.
6. Raimond, O. (1991). Self-attracting diffusions: case of the constant interaction. Prob. Th. Rel. Fields 107, 177-196.
7. Rogers, L. C. G., and Shi, Z. (1993). Interacting Brownian particles and the Wigner law. Prob. Th. Rel. Fields 95, 555-570.
8. Rogers, L. C. G., and Williams, D. (1987). Diffusions, Markov Processes, and Martingales, Vol. 2, Wiley.
9. Sznitman, A. (1991). Topics in propagation of chaos. École d'Été de Probabilités de Saint-Flour XIX-1989, Lecture Notes in Math. 1464, pp. 165-251, Springer, Berlin.