The Bethe ansatz for sticky Brownian motions

DOI10.1016/j.spa.2023.04.015zbMath1524.60180arXiv2104.06482OpenAlexW3156934220MaRDI QIDQ6170359

Jon Warren, Dom Brockington

Publication date: 12 July 2023

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.06482

zbMATH Keywords

Bethe ansatzstochastic flowssticky Brownian motions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Related Items (2)

Orthogonal intertwiners for infinite particle systems in the continuum ⋮ Large deviations for sticky Brownian motions

Cites Work

• Unnamed Item
• Random-walk in beta-distributed random environment
• Products of beta matrices and sticky flows
• Consistent families of Brownian motions and stochastic flows of kernels
• Flows, coalescence and noise.
• Sticky flows on the circle and their noises
• Large deviations for sticky Brownian motions
• Large deviations and wandering exponent for random walk in a dynamic beta environment
• A stochastic differential equation with a sticky point
• Sticky behavior of fluid particles in the compressible Kraichman model
• Sticky Particles and Stochastic Flows
• Stochastic differential equations for sticky Brownian motion
• On the integrability of zero-range chipping models with factorized steady states
• Stochastic flows in the Brownian web and net
• The dynamics of the one-dimensional delta-function Bose gas
• Semimartingale decomposition of convex functions of continuous semimartingales by Brownian perturbation
• Markov functions

This page was built for publication: The Bethe ansatz for sticky Brownian motions