Strong solutions to a beta-Wishart particle system
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Publication:6337028
DOI10.1007/s10959-021-01109-1zbMath1512.60035arXiv2003.08699MaRDI QIDQ6337028
Benjamin Jourdain, Ezéchiel Kahn
Publication date: 19 March 2020
Random matrices (probabilistic aspects) (60B20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Sample path properties (60G17) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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