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Infinite-Dimensional Stochastic Differential Equations with Symmetry

  • Hirofumi OsadaEmail author
Conference paper
Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 229)

Abstract

We review recent progress in the study of infinite-dimensional stochastic differential equations with symmetry. This paper contains examples arising from random matrix theory.

Keywords

Random matrices Infinitely many particle systems Interacting Brownian motions Dirichlet forms Logarithmic potentials 

AMC2010

60H110 60J60 60K35 60B20 15B52 

Notes

Acknowledgements

H.O. is supported in part by a Grant-in-Aid for Scenic Research (KIBAN-A, No.24244010; KIBAN-A, No.16H02149; KIBAN-S, No.16H06338) from the Japan Society for the Promotion of Science.

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Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Department of MathematicsKyushu UniversityNishi-ku, FukuokaJapan

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