Pages that link to "Item:Q1822141"

The following pages link to Uniqueness for diffusions with piecewise constant coefficients (Q1822141):

Displaying 50 items.

• Diverse market models of competing Brownian particles with splits and mergers (Q303944) (← links)
• Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation (Q378033) (← links)
• Large systems of diffusions interacting through their ranks (Q424497) (← links)
• On the impossibility of \(W_p^2\) estimates for elliptic equations with piecewise constant coefficients (Q461719) (← links)
• Hybrid Atlas models (Q535207) (← links)
• Competing particle systems evolving by interacting Lévy processes (Q655586) (← links)
• On collisions of Brownian particles (Q988761) (← links)
• Approximate nonlinear filtering for piecewise linear systems (Q1114657) (← links)
• Lifetimes of conditioned diffusions (Q1182503) (← links)
• The submartingale problem for Brownian motion in a cone with non-constant oblique reflection (Q1203355) (← links)
• Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant (Q1326346) (← links)
• The adjoint process of killed reflected Brownian motion in a cone and applications (Q1577733) (← links)
• Matrix-analytic solution of infinite, finite and level-dependent second-order fluid models (Q1688934) (← links)
• Infinite systems of competing Brownian particles (Q1700414) (← links)
• Backward stochastic differential equations with rank-based data (Q1705560) (← links)
• SPDE limit of the global fluctuations in rank-based models (Q1746148) (← links)
• Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients (Q1805773) (← links)
• Probabilistic approximation for a porous medium equation. (Q1877524) (← links)
• On averaging principle for diffusion processes with null-recurrent fast component. (Q1888756) (← links)
• Piecewise linear filtering with small observation noise (Q1895799) (← links)
• Uniqueness in law for a class of degenerate diffusions with continuous covariance (Q1939551) (← links)
• Planar diffusions with rank-based characteristics and perturbed Tanaka equations (Q1955831) (← links)
• Convergence rates for rank-based models with applications to portfolio theory (Q1955832) (← links)
• Strong solutions of stochastic equations with rank-based coefficients (Q1955833) (← links)
• Reflected backward stochastic differential equation with rank-based data (Q2042035) (← links)
• Degenerate competing three-particle systems (Q2137057) (← links)
• Domains of attraction of invariant distributions of the infinite atlas model (Q2139109) (← links)
• Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← links)
• Dynamics of observables in rank-based models and performance of functionally generated portfolios (Q2286454) (← links)
• The infinite Atlas process: convergence to equilibrium (Q2320377) (← links)
• Large rank-based models with common noise (Q2322620) (← links)
• Multidimensional sticky Brownian motions as limits of exclusion processes (Q2346069) (← links)
• Capital distribution and portfolio performance in the mean-field Atlas model (Q2351635) (← links)
• On dynamical systems perturbed by a null-recurrent motion: the general case (Q2359709) (← links)
• Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution (Q2412522) (← links)
• Periodic homogenization with an interface: the multi-dimensional case (Q2431521) (← links)
• Diffusions with rank-based characteristics and values in the nonnegative quadrant (Q2435250) (← links)
• On weak uniqueness for some diffusions with discontinuous coefficients (Q2485782) (← links)
• Atlas models of equity markets (Q2496492) (← links)
• On weak uniqueness for some degenerate SDEs by global \(L^p\) estimates (Q2512915) (← links)
• A class of stochastic differential equations with pathwise unique solutions (Q2520146) (← links)
• A note on transportation cost inequalities for diffusions with reflections (Q2631816) (← links)
• Permutation-weighted portfolios and the efficiency of commodity futures markets (Q2701102) (← links)
• Large Deviations for Diffusions Interacting Through Their Ranks (Q2812290) (← links)
• Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field (Q3982158) (← links)
• (Q4385192) (← links)
• Two-Sided Infinite Systems of Competing Brownian Particles (Q4578056) (← links)
• Long time behaviour and mean-field limit of Atlas models (Q4606432) (← links)
• The Dirichlet Problem for Radially Homogeneous Elliptic Operators (Q4712931) (← links)
• Zipf’s law for atlas models (Q5139930) (← links)