A Non-linear Stochastic Differential Equation Involving the Hilbert Transform-Reference-Cited by-同舟云学术

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A Non-linear Stochastic Differential Equation Involving the Hilbert Transform

Published:1999-07 Issue:2 Volume:165 Page:390-406
ISSN:0022-1236
Container-title:Journal of Functional Analysis
language:en
Short-container-title:Journal of Functional Analysis

Author:

Bonami Aline,Bouchut François,Cépa Emmanuel,Lépingle Dominique

Publisher

Elsevier BV

Subject

Analysis

Reference8 articles.

1. Diffusing particles with electrostatic repulsion;Cépa;Probab. Theory Related Fields,1997

2. The Wigner semi-circle law and eigenvalues of matrix-valued diffusions;Chan;Probab. Theory Related Fields,1992

3. Stochastic Integrals;McKean,1969

4. Continuous Martingales and Brownian Motion;Revuz,1991

5. Interacting Brownian particles and the Wigner law;Rogers;Probab. Theory Related Fields,1993

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2. Dynamics of a planar Coulomb gas;The Annals of Applied Probability;2018-10-01

3. Tightness Results for Infinite-Slit Limits of the Chordal Loewner Equation;Computational Methods and Function Theory;2017-05-25

4. Ornstein–Uhlenbeck diffusion of hermitian and non-hermitian matrices—unexpected links;Journal of Statistical Mechanics: Theory and Experiment;2016-05-20

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