The inert drift atlas model (Q6038451): Difference between revisions

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+W4312060683
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+On positive recurrence of constrained diffusion processes
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+Inert drift system in a viscous fluid: Steady state asymptotics and exponential ergodicity
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+Domains of attraction of invariant distributions of the infinite atlas model
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+Gravitation versus Brownian motion
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+Normal rank
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+Join-the-shortest queue diffusion limit in Halfin-Whitt regime: tail asymptotics and scaling of extrema
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+Join-the-shortest queue diffusion limit in Halfin-Whitt regime: sensitivity on the heavy-traffic parameter
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+Atlas models of equity markets
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+Normal rank
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+Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier
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+Stationary distributions for diffusions with inert drift
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+Long time asymptotics for constrained diffusions in polyhedral domains
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+Stationary Distributions for Jump Processes with Inert Drift
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+Markov processes with product-form stationary distribution
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+Free Boundary Problems in PDEs and Particle Systems
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+Poincaré inequalities and hitting times
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+Normal rank
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+The infinite Atlas process: convergence to equilibrium
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+Equilibrium fluctuation of the Atlas model
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+Normal rank
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+Exponential and uniform ergodicity of Markov processes
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+On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
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+Convex duality and the Skorokhod problem. I
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+Normal rank
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+Lyapunov functions for semimartingale reflecting Brownian motions
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+Couplings and quantitative contraction rates for Langevin dynamics
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+Ergodic Theory
@@ Property / cites work: Ergodic Theory / rank @@
+Normal rank
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+Join the Shortest Queue with Many Servers. The Heavy-Traffic Asymptotics
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+Elliptic Partial Differential Equations of Second Order
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+Reflected Brownian motion on an orthant
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+Normal rank
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+Characterization of stationary distributions of reflected diffusions
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+Q4039796
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+Normal rank
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+Q4890535
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+Normal rank
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+On the path of an inert object impinged on one side by a Brownian particle
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+Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
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+Markov chains and stochastic stability
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+Normal rank
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+\(L^2\) hypocoercivity, deviation bounds, hitting times and Lyapunov functions
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+One-dimensional Brownian particle systems with rank-dependent drifts
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+Infinite systems of competing Brownian particles
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+Normal rank
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+Stationary gap distributions for infinite systems of competing Brownian particles
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+Stationary distributions of the Atlas model
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+High-Dimensional Statistics
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+Processes with inert drift
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+The boundary behavior of heat kernels of Dirichlet Laplacians
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+Publication:6038451