Collision or non-collision problem for interacting Brownian particles.
DOI10.3792/PJAA.82.66zbMATH Open1107.60041OpenAlexW2027041965MaRDI QIDQ863753FDOQ863753
Authors: 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
Recommendations
Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Potentials and capacities on other spaces (31C15) Dirichlet forms (31C25) Probabilistic potential theory (60J45)
Cites Work
- Dirichlet form approach to infinite-dimensional Wiener processes with singular interactions
- A Brownian-Motion Model for the Eigenvalues of a Random Matrix
- Title not available (Why is that?)
- Interacting Brownian particles and the Wigner law
- Diffusing particles with electrostatic repulsion
- Diffusions of perturbed principal component analysis
Cited In (10)
- Semi-implicit Euler-Maruyama approximation for noncolliding particle systems
- Uniqueness of Dirichlet forms related to infinite systems of interacting Brownian motions
- Dynamical bulk scaling limit of Gaussian unitary ensembles and stochastic differential equation gaps
- Stochastic geometry and dynamics of infinitely many particle systems—random matrices and interacting Brownian motions in infinite dimensions
- On collisions of Brownian particles
- Multiple collisions in systems of competing Brownian particles
- Infinite-dimensional stochastic differential equations related to random matrices
- Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields
- Tagged particle processes and their non-explosion criteria
- Stochastic analysis of infinite particle systems—A new development in classical stochastic analysis and dynamical universality of random matrices
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