Infinite systems of competing Brownian particles (Q1700414): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4229
@@ Property / arXiv ID: 1403.4229 / rank @@
+Normal rank
@@ Property / cites work @@
+The motion of a tagged particle in the simple symmetric exclusion system on Z
+Normal rank
@@ Property / cites work @@
+Atlas models of equity markets
@@ Property / cites work: Atlas models of equity markets / rank @@
+Normal rank
@@ Property / cites work @@
+Hybrid Atlas models
@@ Property / cites work: Hybrid Atlas models / rank @@
+Normal rank
@@ Property / cites work @@
+Uniqueness for diffusions with piecewise constant coefficients
+Normal rank
@@ Property / cites work @@
+Multiple collisions in systems of competing Brownian particles
+Normal rank
@@ Property / cites work @@
+A sufficient condition for the positive recurrence of a semimartingale reflecting Brownian motion in an orthant
+Normal rank
@@ Property / cites work @@
+Large Deviations for Diffusions Interacting Through Their Ranks
+Normal rank
@@ Property / cites work @@
+Q5538132
@@ Property / cites work: Q5538132 / rank @@
+Normal rank
@@ Property / cites work @@
+A second-order stock market model
@@ Property / cites work: A second-order stock market model / rank @@
+Normal rank
@@ Property / cites work @@
+Planar diffusions with rank-based characteristics and perturbed Tanaka equations
+Normal rank
@@ Property / cites work @@
+Stochastic Portfolio Theory: an Overview
@@ Property / cites work: Stochastic Portfolio Theory: an Overview / rank @@
+Normal rank
@@ Property / cites work @@
+Q4342607
@@ Property / cites work: Q4342607 / rank @@
+Normal rank
@@ Property / cites work @@
+The net output process of a system with infinitely many queues
+Normal rank
@@ Property / cites work @@
+Diffusion with “collisions” between particles
@@ Property / cites work: Diffusion with “collisions” between particles / rank @@
+Normal rank
@@ Property / cites work @@
+On collisions of Brownian particles
@@ Property / cites work: On collisions of Brownian particles / rank @@
+Normal rank
@@ Property / cites work @@
+Strong solutions of stochastic equations with rank-based coefficients
+Normal rank
@@ Property / cites work @@
+Convergence rates for rank-based models with applications to portfolio theory
+Normal rank
@@ Property / cites work @@
+Propagation of chaos and Poincaré inequalities for a system of particles interacting through their CDF
+Normal rank
@@ Property / cites work @@
+Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation
+Normal rank
@@ Property / cites work @@
+Systems of Brownian particles with asymmetric collisions
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorems for infinite series of queues and applications to simple exclusion
+Normal rank
@@ Property / cites work @@
+Brownian analogues of Burke's theorem.
@@ Property / cites work: Brownian analogues of Burke's theorem. / rank @@
+Normal rank
@@ Property / cites work @@
+One-dimensional Brownian particle systems with rank-dependent drifts
+Normal rank
@@ Property / cites work @@
+A boundary property of semimartingale reflecting Brownian motions
+Normal rank
@@ Property / cites work @@
+Chaoticity of the stationary distribution of rank-based interacting diffusions
+Normal rank
@@ Property / cites work @@
+Triple and simultaneous collisions of competing Brownian particles
+Normal rank
@@ Property / cites work @@
+Two-Sided Infinite Systems of Competing Brownian Particles
+Normal rank
@@ Property / cites work @@
+Penalty method for obliquely reflected diffusions
@@ Property / cites work: Penalty method for obliquely reflected diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+A scaling limit for queues in series
@@ Property / cites work: A scaling limit for queues in series / rank @@
+Normal rank
@@ Property / cites work @@
+Competing particle systems evolving by interacting Lévy processes
+Normal rank
@@ Property / cites work @@
+Large systems of diffusions interacting through their ranks
+Normal rank
@@ Property / cites work @@
+Probability Theory
@@ Property / cites work: Probability Theory / rank @@
+Normal rank
@@ Property / cites work @@
+A propagation of chaos result for Burgers' equation
+Normal rank
@@ Property / cites work @@
+Stationary gap distributions for infinite systems of competing Brownian particles
+Normal rank
@@ Property / cites work @@
+Q4842997
@@ Property / cites work: Q4842997 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2963337283
@@ Property / OpenAlex ID: W2963337283 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1700414