Infinite dimensional stochastic differential equations for Dyson's model
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Publication:343791
DOI10.1007/s00440-015-0672-2zbMath1354.60064arXiv1405.6692MaRDI QIDQ343791
Publication date: 29 November 2016
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.6692
correlation function; pathwise uniqueness; Dyson's Brownian motion; Dyson's model; infinite-dimensional stochastic differential equations; strong existence
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
82C22: Interacting particle systems in time-dependent statistical mechanics
60J65: Brownian motion
60K35: Interacting random processes; statistical mechanics type models; percolation theory
60J60: Diffusion processes