Multidimensional Yamada-Watanabe theorem and its applications to particle systems

DOI10.1063/1.4790507zbMath1296.35224arXiv1108.1459OpenAlexW2091558496MaRDI QIDQ5396305

Jacek Małecki, Piotr Graczyk

Publication date: 5 February 2014

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.1459

zbMATH Keywords

particle systemsYamada-Watanabe theoremmatrix processes

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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Cites Work

• Unnamed Item
• On strong solutions for positive definite jump diffusions
• Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws
• Noncolliding squared Bessel processes
• The Heckman-Opdam Markov processes
• Radial Dunkl processes: existence, uniqueness and hitting time
• Wishart processes
• Diffusions of perturbed principal component analysis
• Interacting Brownian particles and the Wigner law
• Diffusing particles with electrostatic repulsion
• The Laguerre process and generalized Hartman-Watson law
• Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems
• β-Jacobi processes
• The Moments of Wishart Processes via Itô Calculus

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