Infinite dimensional stochastic differential equations for Dyson's model
zbMATH Open1367.60076MaRDI QIDQ5267641FDOQ5267641
Authors: Li-Cheng Tsai 
Publication date: 13 June 2017
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correlation functionDyson's Brownian motionpathwise uniquenessDyson's modelinfinite-dimensional stochastic differential equationsstrong existence
Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting particle systems in time-dependent statistical mechanics (82C22)
Cited In (7)
- Ergodicity of unlabeled dynamics of Dyson’s model in infinite dimensions
- Infinite-dimensional stochastic difference equations for particle systems and network flows
- Interacting Brownian motions in infinite dimensions related to the origin of the spectrum of random matrices
- Differential equations for Dyson processes
- Infinite dimensional stochastic differential equations for Dyson's model
- Stationary solutions and local equations for interacting diffusions on regular trees
- Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields II: the IFC condition
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