2 papers
math.PR2025
On the existence of negative moments for some non-colliding particle systems and its application
Minh Thang Do, Hoang Long Ngo
We consider a class of -dimensional stochastic differential equations that model a non-colliding random particle system. We provide a sufficient condition, which does not depend…
math.PR2024
Strong solution and approximation of time-dependent radial Dunkl processes with multiplicative noise
Minh-Thang Do, Hoang-Long Ngo, Dai Taguchi
We study the strong existence and uniqueness of solutions within a Weyl chamber for a class of time-dependent particle systems driven by multiplicative noise. This class includes w…