论文标题
Beta-Wishart粒子系统的强大解决方案
Strong solutions to a beta-Wishart particle system
论文作者
论文摘要
本文的目的是研究来自Wishart过程特征值的随机微分方程（SDE）的解决方案的存在和独特性。这些坐标是非负的，随着Cox-Ingersoll-Ross（CIR）的进化，并根据库仑类似的相互作用力相互排斥。我们展示了系统对系统的强大和路径独特的解决方案的存在，直到第一次多个碰撞为止，并在SDE的参数上给出了这种多个碰撞的必要条件，而不会在有限的时间内发生。
The purpose of this paper is to study the existence and uniqueness of solutions to a Stochastic Differential Equation (SDE) coming from the eigenvalues of Wishart processes. The coordinates are non-negative, evolve as Cox-Ingersoll-Ross (CIR) processes and repulse each other according to a Coulombian like interaction force. We show the existence of strong and pathwise unique solutions to the system until the first multiple collision, and give a necessary and sufficient condition on the parameters of the SDE for this multiple collision not to occur in finite time.
