Infinite-dimensional stochastic differential equations related to Bessel random point fields
DOI10.1016/J.SPA.2015.05.005zbMATH Open1327.82052arXiv1405.0523OpenAlexW1556432209MaRDI QIDQ492953FDOQ492953
Authors: Ryuichi Honda, Hirofumi Osada 
Publication date: 21 August 2015
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.0523
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Cites Work
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- Infinite-dimensional stochastic differential equations related to random matrices
- Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields
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Cited In (20)
- Universality of the stochastic Bessel operator
- Ergodicity of unlabeled dynamics of Dyson’s model in infinite dimensions
- A strong duality principle for equivalence couplings and total variation
- Cores of Dirichlet forms related to random matrix theory
- Uniqueness of Dirichlet forms related to infinite systems of interacting Brownian motions
- On the ergodicity of interacting particle systems under number rigidity
- Infinite dimensional stochastic differential equations for Dyson's model
- On squared Bessel particle systems
- Interacting Brownian motions in infinite dimensions related to the origin of the spectrum of random matrices
- The logarithmic derivative for point processes with equivalent Palm measures
- Strong Markov property of determinantal processes with extended kernels
- Stochastic differential equations for Infinite particle systems of jump type with long range interactions
- Infinite-dimensional stochastic differential equations related to random matrices
- Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields
- Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields II: the IFC condition
- Stochastic analysis of infinite particle systems—A new development in classical stochastic analysis and dynamical universality of random matrices
- Stochastic geometry and dynamics of infinitely many particle systems -- random matrices and interacting Brownian motions in infinite dimensions
- Dyson's model in infinite dimensions is irreducible
- Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials. II: Airy random point field
- Number rigidity in superhomogeneous random point fields
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