Analysis reveals instantaneous blowup in a system of interacting SDEs with multiplicative noise, highlighting drift dynamics.
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 the instantaneous everywhere blowup for the constant initial profile. We employ the splitting-up method to compare the interacting system to a one-dimensional SDE which blows up.
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Joseph et al. (2025) studied this question.
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