3 papers
math.PR2025
Boundary Feller-Dynkin processes associated with Laguerre processes and Pickrell diffusions
Alexander I. Bufetov, Yosuke Kawamoto
In this paper, we construct a Feller-Dynkin boundary process by applying the method of intertwiners to the coherent family, introduced in our previous work, of Laguerre processes w…
math.PR2024
The intertwining property for Laguerre processes with a fixed parameter
Alexander I. Bufetov, Yosuke Kawamoto
We investigate the intertwining of Laguerre processes of parameter in different dimensions. We introduce a Feller kernel that depends on and intertwines the -Laguerre pr…
math.PR2020
Infinite-dimensional stochastic differential equations and tail -fields II: the IFC condition
Yosuke Kawamoto, Hirofumi Osada, Hideki Tanemura
In a previous report, the second and third authors gave general theorems for unique strong solutions of infinite-dimensional stochastic differential equations (ISDEs) describing th…