Diffusions with rank-based characteristics and values in the nonnegative quadrant (Q2435250)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusions with rank-based characteristics and values in the nonnegative quadrant |
scientific article |
Statements
Diffusions with rank-based characteristics and values in the nonnegative quadrant (English)
0 references
4 February 2014
0 references
diffusion with reflection and rank-dependent characteristics
0 references
semimartingale local time
0 references
skew representations
0 references
Skorokhod problem
0 references
sum-of-exponential stationary densities
0 references
Tanaka formula and equation
0 references
unfolding nonnegative semimartingales
0 references
weak and strong solutions
0 references
