Systems of Brownian particles with asymmetric collisions (Q5963220)
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scientific article; zbMATH DE number 6550141
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| English | Systems of Brownian particles with asymmetric collisions |
scientific article; zbMATH DE number 6550141 |
Statements
Systems of Brownian particles with asymmetric collisions (English)
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4 March 2016
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interacting particle systems
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reflected Brownian motions
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invariance principles
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scaling limits
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jump processes
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determinantal processes
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stochastic differential equations
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Skorokhod maps
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stochastic portfolio theory
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0.7950505018234253
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0.7697718143463135
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0.7612979412078857
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0.7295364737510681
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