Instantaneous blowup for interacting SDEs with superlinear drift

Electronic Journal of Probability 2026 Open access

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Authors: Mathew Joseph, Shubham Ovhal
DOI: 10.1214/26-ejp1499
Cited by: 0
References: 23

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.

Fields of Study & Subjects

Stochastic processes and statistical mechanics Stochastic processes and financial applications Nonlinear Partial Differential Equations

Publication details

Journal / source
Electronic Journal of Probability
Volume
31
Issue
none
Pages
1–31
Publication date
1 January 2026
Language
EN