Multidimensional sticky Brownian motions as limits of exclusion processes (Q2346069)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multidimensional sticky Brownian motions as limits of exclusion processes |
scientific article |
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Multidimensional sticky Brownian motions as limits of exclusion processes (English)
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29 May 2015
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exclusion processes
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reflected Brownian motion
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scaling limits
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sticky Brownian motion
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stochastic differential equations
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stochastic portfolio theory
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