Abstract
We derive an integration by parts formula for functionals of de-
terminantal processes on compact sets, completing the arguments of [4]. This
is used to show the existence of a conguration-valued diffusion process which
is non-colliding and admits the distribution of the determinantal process as
reversible law. In particular, this approach allows us to build a concrete
example of the associated diffusion process, providing an illustration of the
results of [4] and [30].
1
Anno
2015
Autori IAC
Tipo pubblicazione
Altri Autori
Laurent Decreusefond
Ian FLINT
Nicolas PRIVAULT
GIOVANNI LUCA TORRISI
Ian FLINT
Nicolas PRIVAULT
GIOVANNI LUCA TORRISI
Editore
Serials Publications
Rivista
Communications on stochastic analysis