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

preprint2015arXivOpen access

Abstract

We solve the infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles in R+ \mathbb{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 we prove that the random point fields are quasi-Gibbsian.

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