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math.PR2021
Strong solutions to beta-Jacobi processes
Ezechiel Kahn
The purpose of this paper is to study the existence and uniqueness of solutions to a system of Stochastic Differential Equations (SDEs). The coordinates are bounded by zero and one…
math.PR2020★ 2 cited
Wishart processes : mean-field limit, long time behavior, and free probability
Ezechiel Kahn
This paper is devoted to the study of the eigenvalues of the Wishart process which are the analogof the Dyson Brownian Motion for covariance matrices. Such processes were in partic…
math.PR2020★ 1 cited
Strong solutions to a beta-Wishart particle system
Benjamin Jourdain, Ezéchiel Kahn
The purpose of this paper is to study the existence and uniqueness of solutions to a Stochastic Differential Equation (SDE) coming from the eigenvalues of Wishart processes. The co…