A note on jump Atlas models (Q2032333): Difference between revisions

@@ Property / cites work @@
+Stability properties of constrained jump-diffusion processes
+Normal rank
@@ Property / cites work @@
+Atlas models of equity markets
@@ Property / cites work: Atlas models of equity markets / rank @@
+Normal rank
@@ Property / cites work @@
+Hybrid Atlas models
@@ Property / cites work: Hybrid Atlas models / rank @@
+Normal rank
@@ Property / cites work @@
+Brownian Particles with Rank‐Dependent Drifts: Out‐of‐Equilibrium Behavior
+Normal rank
@@ Property / cites work @@
+A phase transition behavior for Brownian motions interacting through their ranks
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Equilibrium fluctuation of the Atlas model
@@ Property / cites work: Equilibrium fluctuation of the Atlas model / rank @@
+Normal rank
@@ Property / cites work @@
+On product-form stationary distributions for reflected diffusions with jumps in the positive orthant
+Normal rank
@@ Property / cites work @@
+Capital distribution and portfolio performance in the mean-field Atlas model
+Normal rank
@@ Property / cites work @@
+Diverse market models of competing Brownian particles with splits and mergers
+Normal rank
@@ Property / cites work @@
+Stability and structural properties of stochastic storage networks
+Normal rank
@@ Property / cites work @@
+Comparison results for reflected jump-diffusions in the orthant with variable reflection directions and stability applications
+Normal rank
@@ Property / cites work @@
+Stability of Markovian processes II: continuous-time processes and sampled chains
+Normal rank
@@ Property / cites work @@
+Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
+Normal rank
@@ Property / cites work @@
+Markov Chains and Stochastic Stability
@@ Property / cites work: Markov Chains and Stochastic Stability / rank @@
+Normal rank
@@ Property / cites work @@
+Infinite systems of competing Brownian particles
@@ Property / cites work: Infinite systems of competing Brownian particles / rank @@
+Normal rank
@@ Property / cites work @@
+Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line
+Normal rank
@@ Property / cites work @@
+Stationary gap distributions for infinite systems of competing Brownian particles
+Normal rank
@@ Property / cites work @@
+A Formula for Semigroups, with an Application to Branching Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Competing particle systems evolving by interacting Lévy processes
+Normal rank
@@ Property / cites work @@
+Large systems of diffusions interacting through their ranks
+Normal rank
@@ Property / cites work @@
+Stationary distributions of the Atlas model
@@ Property / cites work: Stationary distributions of the Atlas model / rank @@
+Normal rank