Hybrid Atlas models
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Publication:535207
DOI10.1214/10-AAP706zbMath1230.60046arXiv0909.0065MaRDI QIDQ535207
Ioannis Karatzas, Tomoyuki Ichiba, Vassilios Papathanakos, Adrian D. Banner, E. Robert Fernholz
Publication date: 11 May 2011
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0909.0065
diffusion processes interacting through their ranksgrowth-optimal and universal portfoliosinvariant measure of diffusionlocal times of Bessel processesreflected Brownian motions in polyhedral domains
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