Asymptotic arc-sine laws for finite-dimensional interacting diffussion

zbMATH Open1141.60040MaRDI QIDQ2471358

Tadashi Noda

Publication date: 22 February 2008

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsinteracting particle systemsinteracting diffusionsgeneralized arc-sine lawoccupation time at the first quadrant

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Numerical solutions to stochastic differential and integral equations (65C30) Direct numerical methods for linear systems and matrix inversion (65F05)

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