Infinite-dimensional stochastic differential equations with symmetry

DOI10.1007/978-3-319-74929-7_38zbMATH Open1405.60124arXiv1701.03860OpenAlexW2578859754MaRDI QIDQ1710458FDOQ1710458

Publication date: 22 January 2019

Abstract: We review recent progress in the study of infinite-dimensional stochastic differential equations with symmetry. This paper contains examples arising from random matrix theory.

Full work available at URL: https://arxiv.org/abs/1701.03860

zbMATH Keywords

Dirichlet forms random matrices logarithmic potentials interacting Brownian motions infinitely many particle systems

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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