Stochastic differential equations related to random matrix theory (Stochastic Analysis on Large Scale Interacting Systems)
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"Stochastic Analysis on Large Scale Interacting Systems". October 26～29, 2015. edited by Ryoki Fukushima, Tadahisa Funaki, Yukio Nagahata, Makoto Nakashima, Hirofumi Osada and Yoshiki Otobe. The papers presented in this volume of RIMS Kôkyûroku Bessatsu are in final form and refereed.
In this note we review recent results on existence and uniqueness of solutions of infinite-dimensional stochastic differential equations describing interacting Brownian motions on Rd.
- 数理解析研究所講究録別冊 = RIMS Kokyuroku Bessatsu
数理解析研究所講究録別冊 = RIMS Kokyuroku Bessatsu (B59), 203-214, 2016-07
Research Institute for Mathematical Sciences, Kyoto University