Pages that link to "Item:Q2351635"
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The following pages link to Capital distribution and portfolio performance in the mean-field Atlas model (Q2351635):
Displaying 15 items.
- Equilibrium large deviations for mean-field systems with translation invariance (Q1617149) (← links)
- Analytical approximations of non-linear SDEs of McKean-Vlasov type (Q1645109) (← links)
- Backward stochastic differential equations with rank-based data (Q1705560) (← links)
- Comparison techniques for competing Brownian particles (Q1741868) (← links)
- A note on jump Atlas models (Q2032333) (← links)
- Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift (Q2100548) (← links)
- A stock market model based on CAPM and market size (Q2240683) (← links)
- Dynamics of observables in rank-based models and performance of functionally generated portfolios (Q2286454) (← links)
- Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution (Q2412522) (← 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)
- Large Population Asymptotics for Interacting Diffusions in a Quenched Random Environment (Q5255996) (← links)
- Propagation of chaos for maxima of particle systems with mean-field drift interaction (Q6090875) (← links)
