Zipf’s law for atlas models (Q5139930): Difference between revisions

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+Q4353479
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+Normal rank
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+Atlas models of equity markets
@@ Property / cites work: Atlas models of equity markets / rank @@
+Normal rank
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+Local times of ranked continuous semimartingales
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+Normal rank
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+Uniqueness for diffusions with piecewise constant coefficients
+Normal rank
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+A phase transition behavior for Brownian motions interacting through their ranks
+Normal rank
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+The infinite Atlas process: convergence to equilibrium
+Normal rank
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+Large Deviations for Diffusions Interacting Through Their Ranks
+Normal rank
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+Equilibrium fluctuation of the Atlas model
@@ Property / cites work: Equilibrium fluctuation of the Atlas model / rank @@
+Normal rank
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+Q4531968
@@ Property / cites work: Q4531968 / rank @@
+Normal rank
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+A second-order stock market model
@@ Property / cites work: A second-order stock market model / rank @@
+Normal rank
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+Two Brownian particles with rank-based characteristics and skew-elastic collisions
+Normal rank
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+Planar diffusions with rank-based characteristics and perturbed Tanaka equations
+Normal rank
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+Stochastic Portfolio Theory: an Overview
@@ Property / cites work: Stochastic Portfolio Theory: an Overview / rank @@
+Normal rank
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+Zipf's Law for Cities: An Explanation
@@ Property / cites work: Zipf's Law for Cities: An Explanation / rank @@
+Normal rank
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+Reflected Brownian motion on an orthant
@@ Property / cites work: Reflected Brownian motion on an orthant / rank @@
+Normal rank
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+Brownian models of open queueing networks with homogeneous customer populations<sup>∗</sup>
+Normal rank
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+Multidimensional reflected Brownian motions having exponential stationary distributions
+Normal 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
+Normal rank
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+Convergence rates for rank-based models with applications to portfolio theory
+Normal rank
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+Hybrid Atlas models
@@ Property / cites work: Hybrid Atlas models / rank @@
+Normal rank
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+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
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+Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
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+Q3883249
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+Normal rank
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+One-dimensional Brownian particle systems with rank-dependent drifts
+Normal rank
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+Triple and simultaneous collisions of competing Brownian particles
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+ON A CLASS OF SKEW DISTRIBUTION FUNCTIONS
@@ Property / cites work: ON A CLASS OF SKEW DISTRIBUTION FUNCTIONS / rank @@
+Normal rank
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+Multidimensional diffusion processes.
@@ Property / cites work: Multidimensional diffusion processes. / rank @@
+Normal rank
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+Reflected Brownian motion with skew symmetric data in a polyhedral domain
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