Stochastic differential equations related to random matrix theory
Probability
2016-05-17 v1
Abstract
In this note we review recent results on existence and uniqueness of solutions of infinite-dimensional stochastic differential equations describing interacting Brownian motions on .
Cite
@article{arxiv.1605.04417,
title = {Stochastic differential equations related to random matrix theory},
author = {Hirofumi Osada and Hideki Tanemura},
journal= {arXiv preprint arXiv:1605.04417},
year = {2016}
}
Comments
12 pages, to appear in RIMS bessatsu