- - Abstract
Services
-
Articles citing this article
-
Same authors
-
Related articles
- Recommend this article
- Download citation
- Alert me if this article is cited
- Alert me if this article is corrected
Free access article
|
|||||||||||||||
References
-
- 1
- A. Bonami, F. Bouchut, E. Cépa and D. Lépingle, A nonlinear SDE involving Hilbert transform. J. Funct. Anal. 165 (1999) 390-406.
- 2
- E. Cépa, Équations différentielles stochastiques multivoques. Sémin. Probab. XXIX (1995) 86-107.
- 3
- E. Cépa, Problème de Skorohod multivoque. Ann. Probab. 26 (1998) 500-532.
- 4
- E. Cépa and D. Lépingle, Diffusing particles with electrostatic repulsion. Probab. Theory Related Fields 107 (1997) 429-449.
- 5
- T. Chan, The Wigner semi-circle law and eigenvalues of matrix-valued diffusions. Probab. Theory Related Fields 93 (1992) 249-272.
- 6
- B. Duplantier, G.F. Lawler, J.F. Le Gall and T.J. Lyons, The geometry of Brownian curve. Bull. Sci. Math. 2 (1993) 91-106.
- 7
- F.J. Dyson, A Brownian motion model for the eigenvalues of a random matrix. J. Math. Phys. 3 1191-1198.
- 8
- W. Feller, Diffusion processes in one dimension. Trans. Amer. Math. Soc. 77 (1954) 1-31.
- 9
- D.J. Grabiner, Brownian motion in a Weyl chamber, non-colliding particles, and random matrices. Ann. Inst. H. Poincaré 35 (1999) 177-204.
- 10
- D. Hobson and W. Werner, Non-colliding Brownian motion on the circle. Bull. London Math. Soc. 28 (1996) 643-650.
- 11
- I. Karatzas and S.E. Shreve, Brownian motion and stochastic calculus. Springer, Berlin Heidelberg New York (1988).
- 12
- P.L. Lions and A.S. Sznitman, Stochastic differential equations with reflecting boundary conditions. Comm. Pure Appl. Math. 37 (1984) 511-537.
- 13
- H.P. McKean, Stochastic integrals. Academic Press, New York (1969).
- 14
- M.L. Mehta, Random matrices. Academic Press, New York (1991).
- 15
- M. Metivier, Quelques problèmes liés aux systèmes infinis de particules et leurs limites. Sémin. Probab. XX (1986) 426-446.
- 16
- M. Nagasawa and H. Tanaka, A diffusion process in a singular mean-drift field. Z. Wahrsch. Verw. Gebiete 68 (1985) 247-269.
- 17
- R.G. Pinsky, On the convergence of diffusion processes conditioned to remain in a bounded region for large times to limiting positive recurrent diffusion processes. Ann. Probab. 13 (1985) 363-378.
- 18
- D. Revuz and M. Yor, Continuous martingales and Brownian motion. Springer Verlag, Berlin Heidelberg (1991).
- 19
- L.C.G. Rogers and Z. Shi, Interacting Brownian particles and the Wigner law. Probab. Theory Related Fields 95 (1993) 555-570.
- 20
- L.C.G. Rogers and D. Williams, Diffusions, Markov processes and Martingales. Wiley and Sons, New York (1987).
- 21
- Y. Saisho, Stochastic differential equations for multidimensional domains with reflecting boundary. Probab. Theory Related Fields 74 (1987) 455-477.
- 22
- H.Spohn, Dyson's model of interacting Brownian motions at arbitrary coupling strength. Markov Process. Related Fields 4 (1998) 649-661.
- 23
- A.S. Sznitman, Topics in propagation of chaos. École d'été Probab. Saint-Flour XIX (1991) 167-251.
- 24
- H. Tanaka, Stochastic differential equations with reflecting boundary conditions in convex regions. Hiroshima Math. J. 9 (1979) 163-177.
- 25
- D. Voiculescu, Lectures on free probability
theory.
École d'été Probab.
Saint-Flour (1998).
Abstract
Copyright EDP Sciences, SMAI 2001
| What is OpenURL? |
The OpenURL standard is a protocol for transmission of metadata describing the resource that you wish to access. An OpenURL link contains article metadata and directs it to the OpenURL server of your choice. The OpenURL server can provide access to the resource and also offer complementary services (specific search engine, export of references...). The OpenURL link can be generated by different means.
- If your librarian has set up your subscription with an OpenURL resolver, OpenURL links appear automatically on the abstract pages.
- You can define your own OpenURL resolver with your EDPS Account. In this case your choice will be given priority over that of your library.
- You can use an add-on for your browser (Firefox or I.E.) to display OpenURL links on a page (see http://www.openly.com/openurlref/). You should disable this module if you wish to use the OpenURL server that you or your library have defined.


Document
BibSonomy
CiteUlike
Connotea
Del.icio.us
Digg
Facebook