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

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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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+Uniqueness for diffusions with piecewise constant coefficients
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+Multiple collisions in systems of competing Brownian particles
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+A sufficient condition for the positive recurrence of a semimartingale reflecting Brownian motion in an orthant
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+Large Deviations for Diffusions Interacting Through Their Ranks
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+Q5538132
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+A second-order stock market model
@@ Property / cites work: A second-order stock market model / rank @@
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+Planar diffusions with rank-based characteristics and perturbed Tanaka equations
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+Stochastic Portfolio Theory: an Overview
@@ Property / cites work: Stochastic Portfolio Theory: an Overview / rank @@
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+Q4342607
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+Normal rank
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+The net output process of a system with infinitely many queues
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+Diffusion with “collisions” between particles
@@ Property / cites work: Diffusion with “collisions” between particles / rank @@
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+On collisions of Brownian particles
@@ Property / cites work: On collisions of Brownian particles / rank @@
+Normal rank
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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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+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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+Systems of Brownian particles with asymmetric collisions
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+Q4002114
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+Central limit theorems for infinite series of queues and applications to simple exclusion
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+Brownian analogues of Burke's theorem.
@@ Property / cites work: Brownian analogues of Burke's theorem. / rank @@
+Normal rank
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+One-dimensional Brownian particle systems with rank-dependent drifts
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+A boundary property of semimartingale reflecting Brownian motions
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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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+Two-Sided Infinite Systems of Competing Brownian Particles
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+Penalty method for obliquely reflected diffusions
@@ Property / cites work: Penalty method for obliquely reflected diffusions / rank @@
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+A scaling limit for queues in series
@@ Property / cites work: A scaling limit for queues in series / rank @@
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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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+Probability Theory
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+A propagation of chaos result for Burgers' equation
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+Stationary gap distributions for infinite systems of competing Brownian particles
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+Q4842997
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+W2963337283
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