Diffusions with rank-based characteristics and values in the nonnegative quadrant (Q2435250): Difference between revisions

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+Atlas models of equity markets
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+Uniqueness for diffusions with piecewise constant coefficients
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+Diffusion approximation for a heavily loaded multi-user wireless communication system with cooperation
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+Q4028967
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+Non-polar points for reflected Brownian motion
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+A sufficient condition for the positive recurrence of a semimartingale reflecting Brownian motion in an orthant
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+Reflected Brownian motion in an orthant: Numerical methods for steady- state analysis
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+Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
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+Lyapunov functions for semimartingale reflecting Brownian motions
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+Q4531968
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+A second-order stock market model
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+Planar diffusions with rank-based characteristics and perturbed Tanaka equations
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+Equilibria for diffusion models of pairs of communicating computers--Symmetric case
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+The diffusion approximation for tandem queues in heavy traffic
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+Reflected Brownian motion on an orthant
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+Brownian models of open queueing networks with homogeneous customer populations<sup>∗</sup>
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+Multidimensional reflected Brownian motions having exponential stationary distributions
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+Recurrence and transience of reflecting Brownian motion in the quadrant
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+On collisions of Brownian particles
@@ Property / cites work: On collisions of Brownian particles / rank @@
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+Strong solutions of stochastic equations with rank-based coefficients
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+Hybrid Atlas models
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+Q4002114
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+An explicit formula for the Skorokhod map on \([0,a]\)
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+On weak uniqueness for some diffusions with discontinuous coefficients
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+On one-dimensional stochastic differential equations with non-sticky boundary conditions
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+Q3482658
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+Local times of functions of continuous semimartingales
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+Unfolding the Skorohod reflection of a semimartingale
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+Open Queueing Networks in Heavy Traffic
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+A boundary property of semimartingale reflecting Brownian motions
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+Brownian motion in a wedge with oblique reflection
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+Reflected Brownian motion with skew symmetric data in a polyhedral domain
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+Q3921914
@@ Property / cites work: Q3921914 / rank @@
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+Q3736636
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+W3101395615
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