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arXiv:1605.04417 [math.PR]AbstractReferencesReviewsResources

Stochastic differential equations related to random matrix theory

Hirofumi Osada, Hideki Tanemura

Published 2016-05-14Version 1

In this note we review recent results on existence and uniqueness of solutions of infinite-dimensional stochastic differential equations describing interacting Brownian motions on $\R^d$.

Comments: 12 pages, to appear in RIMS bessatsu
Categories: math.PR
Subjects: 15B52, 30C15, 47D07, 60G55, 82C22
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