In this paper, we use Malliavin calculus to show the existence and continuity of density functions of d-dimensional non-colliding particle systems such as hyperbolic particle systems and Dyson Brownian motion with smooth drift. For this purpose, we apply results proved by Florit and Nualart (1995) and Naganuma (2013) on locally non-degenerate Wiener functionals.
Primary: 60H07, Secondary: 82C22, 65C30
|Publication status||Published - Mar 12 2018|
- Dyson Brownian motion
- Hyperbolic particle system
- Malliavin calculus
- Non-colliding particle system
ASJC Scopus subject areas