One-dimensional Brownian particle systems with rank-dependent drifts

DOI10.1214/08-AAP516zbMath1166.60061arXiv0704.0957MaRDI QIDQ2378629

Soumik Pal, Jim W. Pitman

Publication date: 13 January 2009

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0704.0957

zbMATH Keywords

Atlas model; elastic diffusion; Harris model; Interacting diffusions

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J65: Brownian motion

60K35: Interacting random processes; statistical mechanics type models; percolation theory

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Related Items

Large systems of diffusions interacting through their ranks, Hybrid Atlas models, Competing particle systems evolving by interacting Lévy processes, A combinatorial analysis of interacting diffusions, Propagation of chaos and Poincaré inequalities for a system of particles interacting through their CDF, On collisions of Brownian particles, Concentration for multidimensional diffusions and their boundary local times, A phase transition behavior for Brownian motions interacting through their ranks

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