Collision or non-collision problem for interacting Brownian particles.

DOI10.3792/pjaa.82.66zbMath1107.60041OpenAlexW2027041965MaRDI QIDQ863753

Kiyokazu Inukai

Publication date: 7 February 2007

Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.pja/1146576182

zbMATH Keywords

diffusioncapacityDirichlet form

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dirichlet forms (31C25) Diffusion processes (60J60) Probabilistic potential theory (60J45) Potentials and capacities on other spaces (31C15)

Related Items (8)

Semi-implicit Euler-Maruyama approximation for noncolliding particle systems ⋮ Stochastic analysis of infinite particle systems—A new development in classical stochastic analysis and dynamical universality of random matrices ⋮ Dynamical bulk scaling limit of Gaussian unitary ensembles and stochastic differential equation gaps ⋮ Infinite-dimensional stochastic differential equations related to random matrices ⋮ Tagged particle processes and their non-explosion criteria ⋮ Uniqueness of Dirichlet forms related to infinite systems of interacting Brownian motions ⋮ Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields ⋮ Stochastic geometry and dynamics of infinitely many particle systems—random matrices and interacting Brownian motions in infinite dimensions

Cites Work

• Unnamed Item
• Diffusions of perturbed principal component analysis
• Interacting Brownian particles and the Wigner law
• Diffusing particles with electrostatic repulsion
• Dirichlet form approach to infinite-dimensional Wiener processes with singular interactions
• A Brownian-Motion Model for the Eigenvalues of a Random Matrix

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