Journal of the Mathematical Society of Japan · 2010 · 39 citations · 17 references
EngineeringMathematicsPhysicsDynamical SystemsProbability TheoryStochastic ProcessesBrownian MotionContinuous-time Stochastic ProcessesMarkov ProcessesStochastic CalculusDirichlet ConditionsDirichlet PrincipleDirichlet Process ModelsDirichlet ProcessesInteracting Particle SystemsInvariance PrinciplesNon-explosion Principle
We give a derivation of tagged particle processes from unlabeled interacting Brownian motions. We give a criteria of the non-explosion property of tagged particle processes. We prove the quasi-regularity of Dirichlet forms describing the environment seen from the tagged particle, which were used in previous papers to prove the invariance principle of tagged particles of interacting Brownian motions.
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