{ "id": "1405.0523", "version": "v2", "published": "2014-05-02T21:57:20.000Z", "updated": "2015-05-10T13:57:11.000Z", "title": "Infinite-dimensional stochastic differential equations related to Bessel random point fields", "authors": [ "Ryuich Honda", "Hirofumi Osada" ], "comment": "Accepted in Stochastic Processes and Their Applications. 29 pages", "categories": [ "math.PR" ], "abstract": "We solve the infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles in $ \\mathbb{R}^+$ interacting through the two-dimensional Coulomb potential. The equilibrium states of the associated unlabeled stochastic dynamics are Bessel random point fields. To solve these ISDEs, we calculate the logarithmic derivatives, and we prove that the random point fields are quasi-Gibbsian.", "revisions": [ { "version": "v1", "updated": "2014-05-02T21:57:20.000Z", "comment": null, "journal": null, "doi": null }, { "version": "v2", "updated": "2015-05-10T13:57:11.000Z" } ], "analyses": { "subjects": [ "82C22", "15A52", "60J60", "60K35", "82B21" ], "keywords": [ "bessel random point fields", "infinite-dimensional stochastic differential equations" ], "note": { "typesetting": "TeX", "pages": 29, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2014arXiv1405.0523H" } } }