Article Dans Une Revue Communications on Stochastic Analysis (COSA) Année : 2015

Stochastic dynamics of determinantal processes by integration by parts

Résumé

We construct the interacting diffusion processes associated to determinantal processes on the whole space. Our construction is based on the notion of Dirichlet form and an integration by parts formula for functionals of determinantal processes on compact sets. We then prove the convergence of the Dirichlet forms on compact sets to a Dirichlet form defined on the whole space. We also prove the existence of diffusions associated with this limit Dirichlet form. Some examples of diffusions are also given.

Fichier principal
Vignette du fichier
file.pdf (328.45 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Licence
Loading...

Dates et versions

hal-00979150 , version 1 (15-04-2014)
hal-00979150 , version 2 (29-09-2015)

Licence

Identifiants

  • HAL Id : hal-00979150 , version 2

Citer

Laurent Decreusefond, Ian Flint, Nicolas Privault, Giovanni Luca Torrisi. Stochastic dynamics of determinantal processes by integration by parts. Communications on Stochastic Analysis (COSA), 2015, 9 (3), pp.375-399. ⟨hal-00979150v2⟩
409 Consultations
278 Téléchargements

Partager

  • More