Competing particle systems evolving by interacting Lévy processes

DOI10.1214/10-AAP743zbMath1238.60113arXiv1002.2811MaRDI QIDQ655586

Mykhaylo Shkolnikov

Publication date: 4 January 2012

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

Full work available at URL: https://arxiv.org/abs/1002.2811

zbMATH Keywords

Lévy processes; stochastic differential equations; Harris recurrence; capital distributions; Lévy queueing networks; semimartingale reflected Brownian motions

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60J25: Continuous-time Markov processes on general state spaces

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

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

91B26: Auctions, bargaining, bidding and selling, and other market models

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