Pages that link to "Item:Q939396"
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The following pages link to Local times of ranked continuous semimartingales (Q939396):
Displaying 26 items.
- Diverse market models of competing Brownian particles with splits and mergers (Q303944) (← links)
- The solution of the perturbed Tanaka-equation is pathwise unique (Q373569) (← links)
- Hybrid Atlas models (Q535207) (← links)
- Competing particle systems evolving by interacting Lévy processes (Q655586) (← links)
- Diversity-weighted portfolios with negative parameter (Q902178) (← links)
- On collisions of Brownian particles (Q988761) (← links)
- Backward stochastic differential equations with rank-based data (Q1705560) (← links)
- Comparison techniques for competing Brownian particles (Q1741868) (← 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)
- Leakage of rank-dependent functionally generated trading strategies (Q2022938) (← links)
- Reflected backward stochastic differential equation with rank-based data (Q2042035) (← links)
- Local times for continuous paths of arbitrary regularity (Q2100008) (← links)
- Degenerate competing three-particle systems (Q2137057) (← links)
- Ergodic robust maximization of asymptotic growth (Q2240869) (← 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)
- Concentration of measure for Brownian particle systems interacting through their ranks (Q2511556) (← links)
- Market-to-book ratio in stochastic portfolio theory (Q2697498) (← links)
- Permutation-weighted portfolios and the efficiency of commodity futures markets (Q2701102) (← links)
- Decomposition of Order Statistics of Semimartingales Using Local Times (Q3578752) (← links)
- Zipf’s law for atlas models (Q5139930) (← links)
- Generalised Lyapunov Functions and Functionally Generated Trading Strategies (Q5207794) (← links)
- Open markets (Q6054375) (← links)
- Open markets and hybrid Jacobi processes (Q6591589) (← links)
