{ "id": "1605.04417", "version": "v1", "published": "2016-05-14T13:24:59.000Z", "updated": "2016-05-14T13:24:59.000Z", "title": "Stochastic differential equations related to random matrix theory", "authors": [ "Hirofumi Osada", "Hideki Tanemura" ], "comment": "12 pages, to appear in RIMS bessatsu", "categories": [ "math.PR" ], "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 $\\R^d$.", "revisions": [ { "version": "v1", "updated": "2016-05-14T13:24:59.000Z" } ], "analyses": { "subjects": [ "15B52", "30C15", "47D07", "60G55", "82C22" ], "keywords": [ "random matrix theory", "infinite-dimensional stochastic differential equations", "interacting brownian motions" ], "note": { "typesetting": "TeX", "pages": 12, "language": "en", "license": "arXiv", "status": "editable" } } }