Pages that link to "Item:Q1955833"
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The following pages link to Strong solutions of stochastic equations with rank-based coefficients (Q1955833):
Displaying 27 items.
- Diverse market models of competing Brownian particles with splits and mergers (Q303944) (← links)
- Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation (Q378033) (← links)
- On a class of diverse market models (Q470733) (← links)
- Optimal surviving strategy for drifted Brownian motions with absorption (Q1647737) (← links)
- Infinite systems of competing Brownian particles (Q1700414) (← links)
- Backward stochastic differential equations with rank-based data (Q1705560) (← links)
- Comparison techniques for competing Brownian particles (Q1741868) (← links)
- Stationary distributions of the Atlas model (Q1748558) (← links)
- Planar diffusions with rank-based characteristics and perturbed Tanaka equations (Q1955831) (← links)
- Reflected backward stochastic differential equation with rank-based data (Q2042035) (← links)
- Rank dependent branching-selection particle systems (Q2076610) (← links)
- Degenerate competing three-particle systems (Q2137057) (← links)
- Domains of attraction of invariant distributions of the infinite atlas model (Q2139109) (← links)
- On the asymptotic optimality of the comb strategy for prediction with expert advice (Q2240467) (← links)
- The infinite Atlas process: convergence to equilibrium (Q2320377) (← links)
- Capital distribution and portfolio performance in the mean-field Atlas model (Q2351635) (← links)
- Trading strategies generated by Lyapunov functions (Q2364535) (← links)
- Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution (Q2412522) (← links)
- Diffusions with rank-based characteristics and values in the nonnegative quadrant (Q2435250) (← links)
- A note on transportation cost inequalities for diffusions with reflections (Q2631816) (← links)
- Permutation-weighted portfolios and the efficiency of commodity futures markets (Q2701102) (← links)
- Large Deviations for Diffusions Interacting Through Their Ranks (Q2812290) (← links)
- Two-Sided Infinite Systems of Competing Brownian Particles (Q4578056) (← links)
- Long time behaviour and mean-field limit of Atlas models (Q4606432) (← links)
- A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)
- Zipf’s law for atlas models (Q5139930) (← links)
- Dimension-free local convergence and perturbations for reflected Brownian motions (Q6103972) (← links)
