Two-Sided Infinite Systems of Competing Brownian Particles (Q4578056): Difference between revisions

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+.01859
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+On the structure of quasi-stationary competing particle systems
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+The motion of a tagged particle in the simple symmetric exclusion system on Z
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+Atlas models of equity markets
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+Hybrid Atlas models
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+GUEs and queues
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+Uniqueness for diffusions with piecewise constant coefficients
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+Exclusion processes in higher dimensions: stationary measures and convergence
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+Characterization of stationary measures for one-dimensional exclusion processes.
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+Multiple collisions in systems of competing Brownian particles
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+A phase transition behavior for Brownian motions interacting through their ranks
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+Large Deviations for Diffusions Interacting Through Their Ranks
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+A second-order stock market model
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+Stochastic Portfolio Theory: an Overview
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+Planar diffusions with rank-based characteristics and perturbed Tanaka equations
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+Q4342607
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+The net output process of a system with infinitely many queues
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+Scaling limit for Brownian motions with one-sided collisions
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+Diffusion with “collisions” between particles
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+On collisions of Brownian particles
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+Strong solutions of stochastic equations with rank-based coefficients
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+Convergence rates for rank-based models with applications to portfolio theory
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+Yet another condition for absence of collisions for competing Brownian particles
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+Propagation of chaos and Poincaré inequalities for a system of particles interacting through their CDF
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+Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation
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+The small noise limit of order-based diffusion processes
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+Capital distribution and portfolio performance in the mean-field Atlas model
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+Systems of Brownian particles with asymmetric collisions
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+Diverse market models of competing Brownian particles with splits and mergers
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+Central limit theorems for infinite series of queues and applications to simple exclusion
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+Equilibrium fluctuations for a driven tracer particle dynamics
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+Brownian analogues of Burke's theorem.
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+Concentration for multidimensional diffusions and their boundary local times
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+One-dimensional Brownian particle systems with rank-dependent drifts
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+Concentration of measure for Brownian particle systems interacting through their ranks
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+Long-Range Dependence and Self-Similarity
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+Characterization of invariant measures at the leading edge for competing particle systems
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+Chaoticity of the stationary distribution of rank-based interacting diffusions
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+Triple and simultaneous collisions of competing Brownian particles
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+Infinite systems of competing Brownian particles
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+Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution
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+Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line
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+Stationary gap distributions for infinite systems of competing Brownian particles
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+Point-interacting Brownian motions in the KPZ universality class
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+A scaling limit for queues in series
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+Competing particle systems evolving by interacting Lévy processes
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+Large systems of diffusions interacting through their ranks
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+Interaction of Markov processes
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+A propagation of chaos result for Burgers' equation
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+Q3358031
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+Infinite dimensional stochastic differential equations for Dyson's model
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