Uniqueness for a Historical SDE with a Singular Interaction

Robert Adler and Roger Tribe

Journal of Theoretical Probability, 1998, vol. 11, issue 2, 515-533

Abstract: Abstract We consider a measure-valued process that models a self-repelling or self-attracting population. The process is found as the unique solution to an equation driven by historical Brownian motion. The main result is pathwise uniqueness for a historical stochastic differential equation with a singular drift coefficient.

Keywords: Super Brownian motion; historical process; singular interaction (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1022644108434

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