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このアイテムのファイル:
| ファイル | 記述 | サイズ | フォーマット | |
|---|---|---|---|---|
| B59-14.pdf | 10.52 MB | Adobe PDF | 見る/開く |
| タイトル: | Infinite Dimensional Stochastic Differential Equations for Dyson's Model (Stochastic Analysis on Large Scale Interacting Systems) |
| 著者: | Tsai, Li-Cheng |
| キーワード: | 60K35 60J60/ 82C22 Dyson's Bownian motion Dyson's model stochastic differential equations infinite-dimensional strong existence pathwise uniqueness correlation function |
| 発行日: | Jul-2016 |
| 出版者: | Research Institute for Mathematical Sciences, Kyoto University |
| 誌名: | 数理解析研究所講究録別冊 |
| 巻: | B59 |
| 開始ページ: | 175 |
| 終了ページ: | 201 |
| 抄録: | In this article we consider the infinite-dimensional Stochastic Differential Equation (SDE) corresponding to the bulk limit of Dyson's Brownian Motion (DBM), for all β ≥ 1. We give a pathwise construction of the strong solution and prove the pathwise uniqueness, for an explicit and general class of initial conditions, including the lattice configuration {xi} = Z and the sine process. |
| 記述: | "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. |
| 著作権等: | © 2016 by the Research Institute for Mathematical Sciences, Kyoto University. All rights reserved. |
| URI: | http://hdl.handle.net/2433/243601 |
| 出現コレクション: | B59 Stochastic Analysis on Large Scale Interacting Systems |
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