10 citations · 11 across the 3 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2006
Large deviations for many Brownian bridges with symmetrised initial-terminal condition
Stefan Adams, Wolfgang König
Consider a large system of Brownian motions in with some non-degenerate initial measure on some fixed time interval with symmetrised initial-terminal con…
math.PR2005
Large systems of path-repellent Brownian motions in a trap at positive temperature
Stefan Adams, Jean-Bernard Bru, Wolfgang Koenig
We study a model of mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure…