Evolution of interacting particles in a Brownian medium

Borkar, Vivek S. (1984) Evolution of interacting particles in a Brownian medium Stochastics, 14 (1). pp. 33-79. ISSN 1744-2508

Full text not available from this repository.

Official URL: http://www.tandfonline.com/doi/abs/10.1080/1744250...

Related URL: http://dx.doi.org/10.1080/17442508408833331


Evolution of interacting particles in a random medium is studied by treating their spatial distribution as a measure-valued process. Each individual particle is assumed to move according to a stochastic differential equation, the interaction being manifest both through the correlation of the driving Wiener processes and through the explicit dependence of the "drift" and "diffusion" coefficients on the overall distribution of the particles. The evolution equation for the above-mentioned measure-valued process is derived and the uniqueness of its solutions established using the techniques developed by Bismut and Kunita.

Item Type:Article
Source:Copyright of this article belongs to Taylor and Francis Group.
ID Code:81419
Deposited On:06 Feb 2012 04:26
Last Modified:06 Feb 2012 04:26

Repository Staff Only: item control page