Tagged particles of interacting Brownian motions with skew symmetric drifts

Hirofumi Osada

doi:10.1515/mcma.2001.7.3-4.339

Tagged particles of interacting Brownian motions with skew symmetric drifts

Hirofumi Osada

Research output: Contribution to journal › Article › peer-review

Abstract

We prove an invariance principle for additive functionals of non reversible Markov processes with skew symmetric drifts.

Original language	English
Pages (from-to)	339-348
Number of pages	10
Journal	Monte Carlo Methods and Applications
Volume	7
Issue number	3-4
DOIs	https://doi.org/10.1515/mcma.2001.7.3-4.339
Publication status	Published - Jan 2001
Externally published	Yes

All Science Journal Classification (ASJC) codes

Statistics and Probability
Applied Mathematics

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10.1515/mcma.2001.7.3-4.339

Cite this

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title = "Tagged particles of interacting Brownian motions with skew symmetric drifts",

abstract = "We prove an invariance principle for additive functionals of non reversible Markov processes with skew symmetric drifts.",

author = "Hirofumi Osada",

year = "2001",

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Tagged particles of interacting Brownian motions with skew symmetric drifts

Abstract

All Science Journal Classification (ASJC) codes

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