### Abstract

We solve the infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles in ℝ^{+} interacting through the two-dimensional Coulomb potential. The equilibrium states of the associated unlabeled stochastic dynamics are Bessel random point fields. To solve these ISDEs, we calculate the logarithmic derivatives, and prove that the random point fields are quasi-Gibbsian.

Original language | English |
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Pages (from-to) | 3801-3822 |

Number of pages | 22 |

Journal | Stochastic Processes and their Applications |

Volume | 125 |

Issue number | 10 |

DOIs | |

Publication status | Published - Jul 30 2015 |

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### All Science Journal Classification (ASJC) codes

- Statistics and Probability
- Modelling and Simulation
- Applied Mathematics

### Cite this

**Infinite-dimensional stochastic differential equations related to Bessel random point fields.** / Honda, Ryuichi; Osada, Hirofumi.

Research output: Contribution to journal › Article

*Stochastic Processes and their Applications*, vol. 125, no. 10, pp. 3801-3822. https://doi.org/10.1016/j.spa.2015.05.005

}

TY - JOUR

T1 - Infinite-dimensional stochastic differential equations related to Bessel random point fields

AU - Honda, Ryuichi

AU - Osada, Hirofumi

PY - 2015/7/30

Y1 - 2015/7/30

N2 - We solve the infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles in ℝ+ interacting through the two-dimensional Coulomb potential. The equilibrium states of the associated unlabeled stochastic dynamics are Bessel random point fields. To solve these ISDEs, we calculate the logarithmic derivatives, and prove that the random point fields are quasi-Gibbsian.

AB - We solve the infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles in ℝ+ interacting through the two-dimensional Coulomb potential. The equilibrium states of the associated unlabeled stochastic dynamics are Bessel random point fields. To solve these ISDEs, we calculate the logarithmic derivatives, and prove that the random point fields are quasi-Gibbsian.

UR - http://www.scopus.com/inward/record.url?scp=84938421012&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84938421012&partnerID=8YFLogxK

U2 - 10.1016/j.spa.2015.05.005

DO - 10.1016/j.spa.2015.05.005

M3 - Article

AN - SCOPUS:84938421012

VL - 125

SP - 3801

EP - 3822

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

SN - 0304-4149

IS - 10

ER -