Multidimensional Yamada-Watanabe theorem and its applications to particle systems

From MaRDI portal
Publication:5396305


DOI10.1063/1.4790507zbMath1296.35224arXiv1108.1459MaRDI 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


60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations


Related Items

Stochastic differential equations for random matrices processes in the nonlinear framework, A general model system related to affine stochastic differential equations, Conformal welding problem, flow line problem, and multiple Schramm–Loewner evolution, Squared Bessel process with delay, On a gateway between the Laguerre process and dynamics on partitions, Exact solution of interacting particle systems related to random matrices, Determinantal martingales and noncolliding diffusion processes, Picard iterations for diffusions on symmetric matrices, On squared Bessel particle systems, A characterization of Wishart processes and Wishart distributions, A matrix Bougerol identity and the Hua-Pickrell measures, Hydrodynamic limit of multiple SLE, Asymptotic windings of the block determinants of a unitary Brownian motion and related diffusions, High-dimensional central limit theorems for a class of particle systems, Recent advances on eigenvalues of matrix-valued stochastic processes, Gaussian fluctuation for Gaussian Wishart matrices of overall correlation, Universality classes for general random matrix flows, Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra, Determinantal martingales and correlations of noncolliding random walks, High-dimensional limits of eigenvalue distributions for general Wishart process, On the law of large numbers for the empirical measure process of generalized Dyson Brownian motion, Strong solutions to a beta-Wishart particle system, A Brownian-Markov stochastic model for cart-like wheeled mobile robots, Elliptic Bessel processes and elliptic Dyson models realized as temporally inhomogeneous processes, Stochastic acceleration in generalized squared Bessel processes, Two-step asymptotics of scaled Dunkl processes



Cites Work