Instantaneous blowup for interacting SDEs with superlinear drift

Mathew Joseph & Shubham Ovhal

Electronic Journal of Probability2026https://doi.org/10.1214/26-ejp1499article
ABDC A
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0.50

Abstract

We consider a system of interacting SDEs on the integer lattice with multiplicative noise and a drift satisfying the finite Osgood’s condition. We show instantaneous everywhere blowup for initial profiles decaying slower than exp(− |log|x||). We employ the splitting-up method to compare the interacting system to a one-dimensional SDE which blows up.

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https://doi.org/https://doi.org/10.1214/26-ejp1499

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@article{mathew2026,
  title        = {{Instantaneous blowup for interacting SDEs with superlinear drift}},
  author       = {Mathew Joseph & Shubham Ovhal},
  journal      = {Electronic Journal of Probability},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1214/26-ejp1499},
}

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Instantaneous blowup for interacting SDEs with superlinear drift

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