Strong solutions to a beta-Wishart particle system
DOI10.1007/s10959-021-01109-1OpenAlexW3180314393MaRDI QIDQ2677000
Ezéchiel Kahn, Benjamin Jourdain
Publication date: 29 September 2022
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.08699
interacting particle systemsOrnstein-Uhlenbeck processessingular stochastic differential equationsLaguerre ensemblesmultivariate Bessel processes
Random matrices (probabilistic aspects) (60B20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Sample path properties (60G17) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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