Pages that link to "Item:Q655586"

The following pages link to Competing particle systems evolving by interacting Lévy processes (Q655586):

Displaying 21 items.

• Diverse market models of competing Brownian particles with splits and mergers (Q303944) (← links)
• Large systems of diffusions interacting through their ranks (Q424497) (← 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)
• Concentration for multidimensional diffusions and their boundary local times (Q1930863) (← links)
• Convergence rates for rank-based models with applications to portfolio theory (Q1955832) (← links)
• Strong solutions of stochastic equations with rank-based coefficients (Q1955833) (← links)
• A note on jump Atlas models (Q2032333) (← links)
• Reflected backward stochastic differential equation with rank-based data (Q2042035) (← links)
• A stock market model based on CAPM and market size (Q2240683) (← links)
• Exponential ergodicity and convergence for generalized reflected Brownian motion (Q2281369) (← links)
• The infinite Atlas process: convergence to equilibrium (Q2320377) (← links)
• Modeling flocks and prices: jumping particles with an attractive interaction (Q2451105) (← links)
• Concentration of measure for Brownian particle systems interacting through their ranks (Q2511556) (← links)
• Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line (Q2954459) (← links)
• Two-Sided Infinite Systems of Competing Brownian Particles (Q4578056) (← links)
• Long time behaviour and mean-field limit of Atlas models (Q4606432) (← links)