Multidimensional sticky Brownian motions as limits of exclusion processes (Q2346069): Difference between revisions

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Latest revision as of 09:45, 30 July 2024

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Multidimensional sticky Brownian motions as limits of exclusion processes
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    Multidimensional sticky Brownian motions as limits of exclusion processes (English)
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    29 May 2015
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    exclusion processes
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    reflected Brownian motion
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    scaling limits
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    sticky Brownian motion
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    stochastic differential equations
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    stochastic portfolio theory
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