Free Access
Issue
ESAIM: PS
Volume 5, 2001
Page(s) 203 - 224
DOI https://doi.org/10.1051/ps:2001109
Published online 15 August 2002
  1. A. Bonami, F. Bouchut, E. Cépa and D. Lépingle, A nonlinear SDE involving Hilbert transform. J. Funct. Anal. 165 (1999) 390-406. [CrossRef] [MathSciNet] [Google Scholar]
  2. E. Cépa, Équations différentielles stochastiques multivoques. Sémin. Probab. XXIX (1995) 86-107. [Google Scholar]
  3. E. Cépa, Problème de Skorohod multivoque. Ann. Probab. 26 (1998) 500-532. [CrossRef] [MathSciNet] [Google Scholar]
  4. E. Cépa and D. Lépingle, Diffusing particles with electrostatic repulsion. Probab. Theory Related Fields 107 (1997) 429-449. [CrossRef] [MathSciNet] [Google Scholar]
  5. T. Chan, The Wigner semi-circle law and eigenvalues of matrix-valued diffusions. Probab. Theory Related Fields 93 (1992) 249-272. [CrossRef] [MathSciNet] [Google Scholar]
  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. [Google Scholar]
  7. F.J. Dyson, A Brownian motion model for the eigenvalues of a random matrix. J. Math. Phys. 3 1191-1198. [Google Scholar]
  8. W. Feller, Diffusion processes in one dimension. Trans. Amer. Math. Soc. 77 (1954) 1-31. [MathSciNet] [Google Scholar]
  9. D.J. Grabiner, Brownian motion in a Weyl chamber, non-colliding particles, and random matrices. Ann. Inst. H. Poincaré 35 (1999) 177-204. [CrossRef] [MathSciNet] [Google Scholar]
  10. D. Hobson and W. Werner, Non-colliding Brownian motion on the circle. Bull. London Math. Soc. 28 (1996) 643-650. [CrossRef] [MathSciNet] [Google Scholar]
  11. I. Karatzas and S.E. Shreve, Brownian motion and stochastic calculus. Springer, Berlin Heidelberg New York (1988). [Google Scholar]
  12. P.L. Lions and A.S. Sznitman, Stochastic differential equations with reflecting boundary conditions. Comm. Pure Appl. Math. 37 (1984) 511-537. [Google Scholar]
  13. H.P. McKean, Stochastic integrals. Academic Press, New York (1969). [Google Scholar]
  14. M.L. Mehta, Random matrices. Academic Press, New York (1991). [Google Scholar]
  15. M. Metivier, Quelques problèmes liés aux systèmes infinis de particules et leurs limites. Sémin. Probab. XX (1986) 426-446. [Google Scholar]
  16. M. Nagasawa and H. Tanaka, A diffusion process in a singular mean-drift field. Z. Wahrsch. Verw. Gebiete 68 (1985) 247-269. [CrossRef] [MathSciNet] [Google Scholar]
  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. [CrossRef] [MathSciNet] [Google Scholar]
  18. D. Revuz and M. Yor, Continuous martingales and Brownian motion. Springer Verlag, Berlin Heidelberg (1991). [Google Scholar]
  19. L.C.G. Rogers and Z. Shi, Interacting Brownian particles and the Wigner law. Probab. Theory Related Fields 95 (1993) 555-570. [CrossRef] [MathSciNet] [Google Scholar]
  20. L.C.G. Rogers and D. Williams, Diffusions, Markov processes and Martingales. Wiley and Sons, New York (1987). [Google Scholar]
  21. Y. Saisho, Stochastic differential equations for multidimensional domains with reflecting boundary. Probab. Theory Related Fields 74 (1987) 455-477. [Google Scholar]
  22. H.Spohn, Dyson's model of interacting Brownian motions at arbitrary coupling strength. Markov Process. Related Fields 4 (1998) 649-661. [MathSciNet] [Google Scholar]
  23. A.S. Sznitman, Topics in propagation of chaos. École d'été Probab. Saint-Flour XIX (1991) 167-251. [Google Scholar]
  24. H. Tanaka, Stochastic differential equations with reflecting boundary conditions in convex regions. Hiroshima Math. J. 9 (1979) 163-177. [MathSciNet] [Google Scholar]
  25. D. Voiculescu, Lectures on free probability theory. École d'été Probab. Saint-Flour (1998). [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.