Infinitely many Brownian globules with Brownian radii

Details Infinitely many Brownian globules with Brownian radii Infinitely many Brownian globules with Brownian radii

2010-01-19

arxiv.org/abs/1001.3252v1

Mathematics

Probability

18 pages, 3 figures

Scientific paper

We consider an infinite system of non overlapping globules undergoing Brownian motions in R^3. 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 infinite-dimensional 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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