TY - JOUR
T1 - Infinite-dimensional stochastic differential equations related to Bessel random point fields
AU - Honda, Ryuichi
AU - Osada, Hirofumi
N1 - Funding Information:
Supported by a Grant-in-Aid for Scientific Research (KIBAN-B, No. 21340031 ) from the Japan Society for the Promotion of Science , and also by a Grant-in-Aid for Scientific Research (KIBAN-A, No. 24244010 ) from the Japan Society for the Promotion of Science .
Publisher Copyright:
© 2015 Elsevier B.V. All rights reserved.
PY - 2015/7/30
Y1 - 2015/7/30
N2 - We solve the infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles in 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 prove that the random point fields are quasi-Gibbsian.
AB - We solve the infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles in 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 prove that the random point fields are quasi-Gibbsian.
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U2 - 10.1016/j.spa.2015.05.005
DO - 10.1016/j.spa.2015.05.005
M3 - Article
AN - SCOPUS:84938421012
SN - 0304-4149
VL - 125
SP - 3801
EP - 3822
JO - Stochastic Processes and their Applications
JF - Stochastic Processes and their Applications
IS - 10
ER -