Instantaneous blowup for interacting SDEs with superlinear drift
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 ( -| |x||). We employ the splitting-up method to compare the interacting system to a one-dimensional SDE which blows up.
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