Infinite-dimensional stochastic differential equations with symmetry

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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.

Original languageEnglish
Title of host publicationStochastic Partial Differential Equations and Related Fields - In Honor of Michael Röckner SPDERF, 2016
EditorsGerald Trutnau, Andreas Eberle, Walter Hoh, Moritz Kassmann, Martin Grothaus, Wilhelm Stannat
PublisherSpringer New York LLC
Pages549-559
Number of pages11
ISBN (Print)9783319749280
DOIs
Publication statusPublished - Jan 1 2018
EventInternational conference on Stochastic Partial Differential Equations and Related Fields, SPDERF 2016 - Bielefeld, Germany
Duration: Oct 10 2016Oct 14 2016

Publication series

NameSpringer Proceedings in Mathematics and Statistics
Volume229
ISSN (Print)2194-1009
ISSN (Electronic)2194-1017

Other

OtherInternational conference on Stochastic Partial Differential Equations and Related Fields, SPDERF 2016
CountryGermany
CityBielefeld
Period10/10/1610/14/16

Fingerprint

Random Matrix Theory
Stochastic Equations
Differential equation
Symmetry
Review

All Science Journal Classification (ASJC) codes

  • Mathematics(all)

Cite this

Osada, H. (2018). Infinite-dimensional stochastic differential equations with symmetry. In G. Trutnau, A. Eberle, W. Hoh, M. Kassmann, M. Grothaus, & W. Stannat (Eds.), Stochastic Partial Differential Equations and Related Fields - In Honor of Michael Röckner SPDERF, 2016 (pp. 549-559). (Springer Proceedings in Mathematics and Statistics; Vol. 229). Springer New York LLC. https://doi.org/10.1007/978-3-319-74929-7_38

Infinite-dimensional stochastic differential equations with symmetry. / Osada, Hirofumi.

Stochastic Partial Differential Equations and Related Fields - In Honor of Michael Röckner SPDERF, 2016. ed. / Gerald Trutnau; Andreas Eberle; Walter Hoh; Moritz Kassmann; Martin Grothaus; Wilhelm Stannat. Springer New York LLC, 2018. p. 549-559 (Springer Proceedings in Mathematics and Statistics; Vol. 229).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Osada, H 2018, Infinite-dimensional stochastic differential equations with symmetry. in G Trutnau, A Eberle, W Hoh, M Kassmann, M Grothaus & W Stannat (eds), Stochastic Partial Differential Equations and Related Fields - In Honor of Michael Röckner SPDERF, 2016. Springer Proceedings in Mathematics and Statistics, vol. 229, Springer New York LLC, pp. 549-559, International conference on Stochastic Partial Differential Equations and Related Fields, SPDERF 2016, Bielefeld, Germany, 10/10/16. https://doi.org/10.1007/978-3-319-74929-7_38
Osada H. Infinite-dimensional stochastic differential equations with symmetry. In Trutnau G, Eberle A, Hoh W, Kassmann M, Grothaus M, Stannat W, editors, Stochastic Partial Differential Equations and Related Fields - In Honor of Michael Röckner SPDERF, 2016. Springer New York LLC. 2018. p. 549-559. (Springer Proceedings in Mathematics and Statistics). https://doi.org/10.1007/978-3-319-74929-7_38
Osada, Hirofumi. / Infinite-dimensional stochastic differential equations with symmetry. Stochastic Partial Differential Equations and Related Fields - In Honor of Michael Röckner SPDERF, 2016. editor / Gerald Trutnau ; Andreas Eberle ; Walter Hoh ; Moritz Kassmann ; Martin Grothaus ; Wilhelm Stannat. Springer New York LLC, 2018. pp. 549-559 (Springer Proceedings in Mathematics and Statistics).
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