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arXiv · 1605.04417

Stochastic differential equations related to random matrix theory

Hirofumi Osada·Hideki Tanemura
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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 $\R^d$.

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Hirofumi Osada, Hideki Tanemura. 2016-05-14. Stochastic differential equations related to random matrix theory. https://arxiv.org/abs/1605.04417

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