Pages that link to "Item:Q2447698"
From MaRDI portal
The following pages link to Two Brownian particles with rank-based characteristics and skew-elastic collisions (Q2447698):
Displaying 14 items.
- Diverse market models of competing Brownian particles with splits and mergers (Q303944) (← links)
- On a class of diverse market models (Q470733) (← links)
- Comparison techniques for competing Brownian particles (Q1741868) (← links)
- On the multi-dimensional skew Brownian motion (Q2018564) (← links)
- Degenerate competing three-particle systems (Q2137057) (← links)
- Capital distribution and portfolio performance in the mean-field Atlas model (Q2351635) (← links)
- Permutation-weighted portfolios and the efficiency of commodity futures markets (Q2701102) (← links)
- Long time behaviour and mean-field limit of Atlas models (Q4606432) (← links)
- Ruin probability in a two-dimensional model with correlated Brownian motions (Q5003356) (← links)
- Zipf’s law for atlas models (Q5139930) (← links)
- Analytic Expressions of the Solutions of Advection-Diffusion Problems in One Dimension with Discontinuous Coefficients (Q5197539) (← links)
- Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale (Q5374167) (← links)
- Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
- Advection-dispersion across interfaces (Q5965038) (← links)