Uniqueness of the tagged particle process in a system with local interactions

被引：5
|
作者：
Grigorescu, I [1 ]
机构：
[1] McMaster Univ, Hamilton, ON L8S 4L8, Canada
来源：
ANNALS OF PROBABILITY | 1999年 / 27卷 / 03期
关键词：
tagged particle; interacting diffusions; arbitrary initial profile;
D O I：
10.1214/aop/1022677446
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
It has been shown that for a system of Brownian motions with local interaction considered in a diffusive scaling, under some regularity assumptions on the initial profile, the tagged particle process converges to a diffusion. We provide a sufficient condition for granting both the existence and the uniqueness of the tagged particle process for an arbitrary initial profile.
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页码：1268 / 1282
页数：15
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