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