Strong solutions of non-colliding particle systems
From MaRDI portal
Publication:2514312
DOI10.1214/EJP.v19-3842zbMath1307.60079arXiv1407.1329MaRDI QIDQ2514312
Publication date: 3 February 2015
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.1329
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
Related Items
Gaussian free fields coupled with multiple SLEs driven by stochastic log-gases ⋮ The differential equations associated with Calogero-Moser-Sutherland particle models in the freezing regime ⋮ On a gateway between the Laguerre process and dynamics on partitions ⋮ Universality classes for general random matrix flows ⋮ High-dimensional limits of eigenvalue distributions for general Wishart process ⋮ Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra ⋮ Strong solutions to a beta-Wishart particle system ⋮ Limit theorems for moment processes of beta Dyson’s Brownian motions and beta Laguerre processes ⋮ Semi-implicit Euler-Maruyama approximation for noncolliding particle systems ⋮ Freezing limits for Calogero–Moser–Sutherland particle models ⋮ Exact solution of interacting particle systems related to random matrices ⋮ The Dyson and Coulomb games ⋮ On the singular values of complex matrix Brownian motion with a matrix drift ⋮ Conformal welding problem, flow line problem, and multiple Schramm–Loewner evolution ⋮ On squared Bessel particle systems ⋮ A characterization of Wishart processes and Wishart distributions ⋮ Malliavin calculus for non-colliding particle systems ⋮ Beta Jacobi ensembles and associated Jacobi polynomials ⋮ A matrix Bougerol identity and the Hua-Pickrell measures ⋮ Beta Laguerre processes in a high temperature regime ⋮ Some martingales associated with multivariate Bessel processes ⋮ Asymptotic windings of the block determinants of a unitary Brownian motion and related diffusions ⋮ High-dimensional central limit theorems for a class of particle systems ⋮ Functional central limit theorems for multivariate Bessel processes in the freezing regime ⋮ Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions ⋮ Recent advances on eigenvalues of matrix-valued stochastic processes ⋮ Semi-implicit Milstein approximation scheme for non-colliding particle systems ⋮ Intertwinings for general \(\beta\)-Laguerre and \(\beta\)-Jacobi processes