Infinite-dimensional stochastic differential equations related to random matrices
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Link
http://link.springer.com/content/pdf/10.1007/s00440-011-0352-9.pdf
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4. Fukushima M. et al.: Dirichlet forms and Symmetric Markov Processes. Walter de Gruyter, Berlin (1994)
5. Fritz J.: Gradient dynamics of infinite point systems. Ann. Probab. 15, 478–514 (1987)
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