SPDE limit of the global fluctuations in rank-based models (Q1746148)
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| English | SPDE limit of the global fluctuations in rank-based models |
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SPDE limit of the global fluctuations in rank-based models (English)
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24 April 2018
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central limit theorems
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Gaussian random fields
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fluctuations in interacting particle systems
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large equity markets
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mean field interaction
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porous medium equation
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quantitative propagation of chaos estimates
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rank-based models
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stochastic partial differential equations
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stochastic portfolio theory
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Wasserstein distances
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0.8332307934761047
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0.830436646938324
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0.8100729584693909
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0.7958534359931946
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0.7868929505348206
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