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Meradji, S.; Boutabia, H.; Stihi, S.

Stochastic differential equations for eigenvalues and eigenvectors of a \(G\)-Wishart process with drift. (English. Russian original) Zbl 1435.62219

Ukr. Math. J. 71, No. 4, 572-588 (2019); translation from Ukr. Mat. Zh. 71, No. 4, 502-515 (2019).

MSC: 62H25 60H15 60J65 60J60 60H10

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Pardo, Juan Carlos; Pérez, José-Luis; Pérez-Abreu, Victor

On the non-commutative fractional Wishart process. (English) Zbl 1362.60040

J. Funct. Anal. 272, No. 1, 339-362 (2017).

Reviewer: B. L. S. Prakasa Rao (Hyderabad)

MSC: 60G22 60H10 60F17 60B20

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Elliptic Bessel processes and elliptic Dyson models realized as temporally inhomogeneous processes. (English) Zbl 1351.60108

J. Math. Phys. 57, No. 10, 103302, 32 p. (2016).

MSC: 60J60 60K35 60J65 35Q41

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Osada, Hirofumi; Tanemura, Hideki

Strong Markov property of determinantal processes with extended kernels. (English) Zbl 1333.60208

Stochastic Processes Appl. 126, No. 1, 186-208 (2016).

MSC: 60K35 60G55 60J60 60H10 82C22 15B52 30C15 47D07

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Elliptic determinantal process of type A. (English) Zbl 1416.60081

Probab. Theory Relat. Fields 162, No. 3-4, 637-677 (2015).

MSC: 60J65 60J60 60G44 82C22 60B20 33E05

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Determinantal martingales and correlations of noncolliding random walks. (English) Zbl 1396.82006

J. Stat. Phys. 159, No. 1, 21-42 (2015).

MSC: 82B41 60G48 82C41

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Schütz, Gunter M.

Conditioned stochastic particle systems and integrable quantum spin systems. (English) Zbl 1318.82027

Gonçalves, Patrícia (ed.) et al., From particle systems to partial differential equations II. Proceedings of the conference “Particle systems and partial differential equations, PS-PDEs II”, Braga, Portugal, December 12–13, 2013. Cham: Springer (ISBN 978-3-319-16636-0/hbk; 978-3-319-16637-7/ebook). Springer Proceedings in Mathematics & Statistics 129, 371-393 (2015).

MSC: 82C22 60F10 82C23 82C41 82C44

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Noncolliding system of continuous-time random walks. (English) Zbl 1327.60187

Pac. J. Math. Ind. 6, 91-100 (2014).

MSC: 60K35 60G50 60G55 60G44

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Nualart, David; Pérez-Abreu, Victor

On the eigenvalue process of a matrix fractional Brownian motion. (English) Zbl 1301.60051

Stochastic Processes Appl. 124, No. 12, 4266-4282 (2014).

MSC: 60G22 60H05 60H07 47A45

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Determinantal martingales and noncolliding diffusion processes. (English) Zbl 1296.60213

Stochastic Processes Appl. 124, No. 11, 3724-3768 (2014).

MSC: 60J60 60J65 60G46 15B52 82C22

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System of complex Brownian motions associated with the O’Connell process. (English) Zbl 1254.82009

J. Stat. Phys. 149, No. 3, 411-431 (2012).

MSC: 82B20 37K10 60J65

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Reciprocal time relation of noncolliding Brownian motion with drift. (English) Zbl 1253.82058

J. Stat. Phys. 148, No. 1, 38-52 (2012).

MSC: 82C22 60J65

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Determinantal process starting from an orthogonal symmetry is a Pfaffian process. (English) Zbl 1235.82016

J. Stat. Phys. 146, No. 2, 249-263 (2012).

MSC: 82B21 60J65 15B52 60H35

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