Degenerate competing three-particle systems

DOI10.3150/21-BEJ1411zbMath1489.60058arXiv2006.04970OpenAlexW3034595666MaRDI QIDQ2137057

Tomoyuki Ichiba, Ioannis Karatzas

Publication date: 16 May 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.04970

zbMATH Keywords

local timestriple collisionscompeting particle systemsreflected planar Brownian motionstructure of filtrations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalized stochastic processes (60G20)

Related Items

Stationary Brownian motion in a \(3 / 4\)-plane: reduction to a Riemann-Hilbert problem via Fourier transforms

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation
• Hybrid Atlas models
• Local times of ranked continuous semimartingales
• On collisions of Brownian particles
• Unfolding the Skorohod reflection of a semimartingale
• The Skorokhod problem in a time-dependent interval
• Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
• Reflected Brownian motion on an orthant
• Lyapunov functions for semimartingale reflecting Brownian motions
• Triple points: From non-Brownian filtrations to harmonic measures
• Stochastic integral equations for Walsh semimartingales
• SPDE limit of the global fluctuations in rank-based models
• Multidimensional reflected Brownian motions having exponential stationary distributions
• Uniqueness for diffusions with piecewise constant coefficients
• A boundary property of semimartingale reflecting Brownian motions
• Flows, coalescence and noise.
• Sticky flows on the circle and their noises
• Planar diffusions with rank-based characteristics and perturbed Tanaka equations
• Strong solutions of stochastic equations with rank-based coefficients
• One-dimensional Brownian particle systems with rank-dependent drifts
• Multiple collisions in systems of competing Brownian particles
• Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution
• Two Brownian particles with rank-based characteristics and skew-elastic collisions
• An explicit formula for the Skorokhod map on \([0,a\)]
• Triple and simultaneous collisions of competing Brownian particles
• Large Deviations for Diffusions Interacting Through Their Ranks
• Asymptotic Irrelevance of Initial Conditions for Skorohod Reflection Mapping on the Nonnegative Orthant
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• Brownian motion in a wedge with oblique reflection
• Brownian models of open queueing networks with homogeneous customer populations^∗
• On the theorem of T. Yamada and S. Watanabe
• Recurrence and transience of reflecting Brownian motion in the quadrant
• Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale
• Brownian Models of Performance and Control
• [https://portal.mardi4nfdi.de/wiki/Publication:5564837 Mesure invariante sur les classes r�currentes des processus de Markov]
• Systems of Brownian particles with asymmetric collisions