SCOPUS 정보 검색 플랫폼 - 논문 보기

메뉴 건너뛰기

Monte Carlo Methods and Applications

Volumn 7, Issue 1-2, 2001, Pages 93-98

Interacting Brownian particles with strong repulsion

(2) Cépa, Emmanuel a Lépingle, Dominique a

a UNIVERSITÉ D'ORLÉANS (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34547499977 PISSN: 09299629 EISSN: 15693961 Source Type: Journal
DOI: 10.1515/mcma.2001.7.1-2.93 Document Type: Article

Times cited : (1)

References (15)

1
- 0038630029
- A nonlinear SDE involving Hilbert transform
- A. Bonami, F. Bouchut, E. Cépa and D. Lépingle: A nonlinear SDE involving Hilbert transform. Journal of Functional Analysis, 2, 390-406, 1999.
- (1999) Journal of Functional Analysis , vol.2 , pp. 390-406
- Bonami, A.¹ Bouchut, F.² Cépa, E.³ Lépingle, D.⁴

2
- 0004353851
- Équations différentielles stochastiques multivoques
- E. Cépa: Équations différentielles stochastiques multivoques. Séminaire de Probabilités XXIX, 86-107, 1995.
- (1995) Séminaire de Probabilités , vol.29 , pp. 86-107
- Cépa, E.¹

3
- 0041177367
- Problème de Skorokhod multivoque
- E. Cépa: Problème de Skorokhod multivoque. Annals of Probability, 26, 500-532, 1998.
- (1998) Annals of Probability , vol.26 , pp. 500-532
- Cépa, E.¹

4
- 0039758360
- Diffusing particles with electrostatic repulsion
- E. Cépa and D. Lépingle: Diffusing particles with electrostatic repulsion. Prob. Th. Rel. Fields, 107, 429-449, 1997. (Pubitemid 127383079)
- (1997) Probability Theory and Related Fields , vol.107 , Issue.4 , pp. 429-449
- Cepa, E.¹ Lepingle, D.²

5
- 84867921874
- To appear
- E. Cépa and D. Lépingle: Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited. To appear.
- Brownian Particles with Electrostatic Repulsion on the Circle: Dyson's Model for Unitary Random Matrices Revisited
- Cépa, E.¹ Lépingle, D.²

6
- 0010949665
- The Wigner semi-circle law and eigenvalues of matrix-valued diffusions
- T. Chan: The Wigner semi-circle law and eigenvalues of matrix-valued diffusions. Prob. Th. Rel. Fields, 93, 249-272, 1992.
- (1992) Prob. Th. Rel. Fields , vol.93 , pp. 249-272
- Chan, T.¹

7
- 0041637573
- A Brownian Model for the Eigenvalues of A random matrix
- F.J. Dyson: A Brownian model for the eigenvalues of a random matrix. J. Math. Phys., 3, 1191-1198, 1962.
- (1962) J. Math. Phys. , vol.3 , pp. 1191-1198
- Dyson, F.J.¹

8
- 0033089822
- t non-colliding particles, and random matrices
- t non-colliding particles, and random matrices. Ann. Inst. Henri Poincaré, 35, 177-204, 1999.
- (1999) Ann. Inst. Henri Poincaré , vol.35 , pp. 177-204
- Grabiner, D.J.¹

9
- 0003929182
- Springer, Berlin Heidelberg New-York
- K. Ito and H.P. McKean: Diffusion Processes and their Sample Paths. Springer, Berlin Heidelberg New-York, 1974.
- (1974) Diffusion Processes and Their Sample Paths
- Ito, K.¹ McKean, H.P.²

10
- 0004171561
- Springer, Berlin Heidelberg New-York
- I. Karatzas and S.E. Shreve: Brownian motion and Stochastic Calculus. Springer, Berlin Heidelberg New-York, 1988.
- (1988) Brownian Motion and Stochastic Calculus
- Karatzas, I.¹ Shreve, S.E.²

11
- 0004032216
- Academic Press, New-York
- H.P. McKean: Stochastic Integrals. Academic Press, New-York, 1969.
- (1969) Stochastic Integrals
- McKean, H.P.¹

12
- 84867930495
- Quelques problèmes liés aux systèmes infinis de particules et leurs limites
- M. Métivier: Quelques problèmes liés aux systèmes infinis de particules et leurs limites. Séminaire de Probabilités XX, 426-446, 1986.
- (1986) Séminaire de Probabilités , vol.20 , pp. 426-446
- Métivier, M.¹

13
- 0001655468
- On the convergence of diffusion processes conditioned to remain in a bounded region for large times to limiting positive recurrent diffusion processes
- R.G. Pinsky: On the convergence of diffusion processes conditioned to remain in a bounded region for large times to limiting positive recurrent diffusion processes. Annals of Probability, 13, 363-378, 1985.
- (1985) Annals of Probability , vol.13 , pp. 363-378
- Pinsky, R.G.¹

14
- 21144465181
- Interacting Brownian particles and the Wigner law
- L.C.G. Rogers and Z. Shi: Interacting Brownian particles and the Wigner law. Prob. Th. Rel. Fields, 95, 555-570, 1993.
- (1993) Prob. Th. Rel. Fields , vol.95 , pp. 555-570
- Rogers, L.C.G.¹ Shi, Z.²

15
- 0001147031
- Dyson's model of interacting Brownian motions at arbitrary coupling strength
- H. Spohn: Dyson's model of interacting Brownian motions at arbitrary coupling strength. Markov Proc. Rel. Fields, 4, 649-661, 1998.
- (1998) Markov Proc. Rel. Fields , vol.4 , pp. 649-661
- Spohn, H.¹

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.