Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields
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Publication:783803
DOI10.1007/s00440-020-00981-yzbMath1464.60084arXiv1412.8674OpenAlexW3040017421MaRDI QIDQ783803
Hirofumi Osada, Hideki Tanemura
Publication date: 4 August 2020
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.8674
strong solutionsrandom matricespathwise uniquenessinfinite-dimensional stochastic differential equationsinteracting Brownian motions
Random matrices (probabilistic aspects) (60B20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting particle systems in time-dependent statistical mechanics (82C22) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
Related Items (17)
Interacting Brownian motions in infinite dimensions related to the origin of the spectrum of random matrices ⋮ Dynamical universality for random matrices ⋮ Infinite dimensional stochastic differential equations for Dyson's model ⋮ Partial isometries, duality, and determinantal point processes ⋮ Ergodicity of unlabeled dynamics of Dyson’s model in infinite dimensions ⋮ Stochastic analysis of infinite particle systems—A new development in classical stochastic analysis and dynamical universality of random matrices ⋮ Strong Markov property of determinantal processes with extended kernels ⋮ On the ergodicity of interacting particle systems under number rigidity ⋮ Stochastic differential equations with local interactions ⋮ Stochastic differential equations for Infinite particle systems of jump type with long range interactions ⋮ Conformal welding problem, flow line problem, and multiple Schramm–Loewner evolution ⋮ Infinite-dimensional stochastic differential equations related to Bessel random point fields ⋮ Dynamical bulk scaling limit of Gaussian unitary ensembles and stochastic differential equation gaps ⋮ Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields II: the IFC condition ⋮ Dyson's model in infinite dimensions is irreducible ⋮ Infinite particle systems with hard-core and long-range interaction ⋮ Stochastic geometry and dynamics of infinitely many particle systems—random matrices and interacting Brownian motions in infinite dimensions
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