Infinite-dimensional Stochastic Differential Equations with Symmetry

2017/01/14 by Osada, Hirofumi
#15B52 #60B20 #60J60 #60K35 #AMC2010: 60H110 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1701.03860

Abstract

We review recent progress in the study of infinite-dimensional stochastic differential equations with symmetry. This paper contains examples arising from random matrix theory.

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