Long time behaviour and mean-field limit of Atlas models (Q4606432): Difference between revisions

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+On the structure of quasi-stationary competing particle systems
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+Atlas models of equity markets
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+A phase transition behavior for Brownian motions interacting through their ranks
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+Large Deviations for Diffusions Interacting Through Their Ranks
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+Equilibrium fluctuation of the Atlas model
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+Two Brownian particles with rank-based characteristics and skew-elastic collisions
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+Scaling limit for Brownian motions with one-sided collisions
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+Diffusion with “collisions” between particles
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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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+Equilibrium fluctuations for a discrete Atlas model
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+The partial differential equation u<sub>t</sub> + uu<sub>x</sub> = μ<sub>xx</sub>
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+On collisions of Brownian particles
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+Strong solutions of stochastic equations with rank-based coefficients
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+Hybrid Atlas models
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+Yet another condition for absence of collisions for competing Brownian particles
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+Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers' equations
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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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+The small noise limit of order-based diffusion processes
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+Capital distribution and portfolio performance in the mean-field Atlas model
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+A multitype sticky particle construction of Wasserstein stable semigroups solving one-dimensional diagonal hyperbolic systems with large monotonic data
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+Systems of Brownian particles with asymmetric collisions
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+SPDE limit of the global fluctuations in rank-based models
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+A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
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+Infinite systems of competing Brownian particles
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+Triple and simultaneous collisions of competing Brownian particles
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+Competing particle systems evolving by I.I.D. Increments
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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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+Stochastic differential equations with reflecting boundary condition in convex regions
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+Reflected Brownian motion with skew symmetric data in a polyhedral domain
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