Infinite dimensional stochastic differential equations for Dyson's model

DOI10.1007/s00440-015-0672-2zbMath1354.60064arXiv1405.6692MaRDI QIDQ343791

Li-Cheng Tsai

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

zbMATH Keywords

correlation function; pathwise uniqueness; Dyson's Brownian motion; Dyson's model; infinite-dimensional stochastic differential equations; strong existence

Mathematics Subject Classification ID

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