Pages that link to "Item:Q2378629"
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The following pages link to One-dimensional Brownian particle systems with rank-dependent drifts (Q2378629):
Displaying 50 items.
- Diverse market models of competing Brownian particles with splits and mergers (Q303944) (← links)
- Last passage percolation and traveling fronts (Q369673) (← links)
- Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation (Q378033) (← links)
- Local versus nonlocal barycentric interactions in 1D agent dynamics (Q395734) (← links)
- Large systems of diffusions interacting through their ranks (Q424497) (← links)
- On a class of diverse market models (Q470733) (← links)
- Hybrid Atlas models (Q535207) (← links)
- Competing particle systems evolving by interacting Lévy processes (Q655586) (← links)
- A combinatorial analysis of interacting diffusions (Q662878) (← links)
- Random mass splitting and a quenched invariance principle (Q901304) (← links)
- Propagation of chaos and Poincaré inequalities for a system of particles interacting through their CDF (Q957515) (← links)
- On collisions of Brownian particles (Q988761) (← links)
- Equilibrium large deviations for mean-field systems with translation invariance (Q1617149) (← links)
- Optimal surviving strategy for drifted Brownian motions with absorption (Q1647737) (← links)
- Infinite systems of competing Brownian particles (Q1700414) (← links)
- Comparison techniques for competing Brownian particles (Q1741868) (← links)
- Stationary distributions of the Atlas model (Q1748558) (← links)
- Concentration for multidimensional diffusions and their boundary local times (Q1930863) (← 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)
- Perturbed GUE minor process and Warren's process with drifts (Q2016526) (← links)
- Breaking a chain of interacting Brownian particles (Q2075322) (← links)
- Piecewise-tunneled captive processes and corridored random particle systems (Q2096923) (← links)
- Degenerate competing three-particle systems (Q2137057) (← links)
- Domains of attraction of invariant distributions of the infinite atlas model (Q2139109) (← links)
- Ergodic robust maximization of asymptotic growth (Q2240869) (← links)
- Attractiveness of Brownian queues in tandem (Q2281367) (← links)
- Exponential ergodicity and convergence for generalized reflected Brownian motion (Q2281369) (← 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)
- Capital distribution and portfolio performance in the mean-field Atlas model (Q2351635) (← links)
- A phase transition behavior for Brownian motions interacting through their ranks (Q2380764) (← links)
- Modeling flocks and prices: jumping particles with an attractive interaction (Q2451105) (← links)
- Concentration of measure for Brownian particle systems interacting through their ranks (Q2511556) (← 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)
- Large deviations for diffusions interacting through their ranks (Q2812290) (← links)
- Two-Sided Infinite Systems of Competing Brownian Particles (Q4578056) (← links)
- Long time behaviour and mean-field limit of Atlas models (Q4606432) (← links)
- Zipf’s law for atlas models (Q5139930) (← links)
- A tale of two (and more) altruists (Q5158871) (← links)
- Captive diffusions and their applications to order-preserving dynamics (Q5161083) (← links)
- A Ruin Problem for a Two-Dimensional Brownian Motion with Controllable Drift in the Positive Quadrant (Q5216297) (← links)
- Brownian Particles with Rank‐Dependent Drifts: Out‐of‐Equilibrium Behavior (Q5226133) (← links)
- On a family of coupled diffusions that can never change their initial order (Q5878320) (← links)
- The inert drift atlas model (Q6038451) (← links)
- Discrete Whittaker processes (Q6086821) (← links)
- A Kac model with exclusion (Q6100148) (← links)
- Dimension-free local convergence and perturbations for reflected Brownian motions (Q6103972) (← links)
