Pages that link to "Item:Q1955832"
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The following pages link to Convergence rates for rank-based models with applications to portfolio theory (Q1955832):
Displayed 23 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)
- Infinite systems of competing Brownian particles (Q1700414) (← links)
- Backward stochastic differential equations with rank-based data (Q1705560) (← links)
- Comparison techniques for competing Brownian particles (Q1741868) (← links)
- SPDE limit of the global fluctuations in rank-based models (Q1746148) (← links)
- Ergodic robust maximization of asymptotic growth (Q2240869) (← links)
- Sub-exponential rate of convergence to equilibrium for processes on the half-line (Q2244456) (← 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)
- Capital distribution and portfolio performance in the mean-field Atlas model (Q2351635) (← links)
- Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution (Q2412522) (← links)
- A note on transportation cost inequalities for diffusions with reflections (Q2631816) (← links)
- Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions (Q2657931) (← links)
- Permutation-weighted portfolios and the efficiency of commodity futures markets (Q2701102) (← links)
- Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line (Q2954459) (← links)
- Two-Sided Infinite Systems of Competing Brownian Particles (Q4578056) (← links)
- Long time behaviour and mean-field limit of Atlas models (Q4606432) (← links)
- Information Geometry in Portfolio Theory (Q4967757) (← links)
- Zipf’s law for atlas models (Q5139930) (← links)
- Dimension-free local convergence and perturbations for reflected Brownian motions (Q6103972) (← links)