Wednesday, January 17, 2018 - 15:00 in T2-204
Stochastic differential equations in a scale of Hilbert spaces
A talk in the Bielefeld Stochastic Afternoon series by
Alexei Daletskii from University of York, UK
| Abstract: |
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions are proved by an extension of the Ovsyannikov method. This result is applied to a system of equations describing non-equilibrium stochastic dynamics of (real-valued) spins of an infinite particle system on a typical realization of a Poisson or Gibbs point process.
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