Pages that link to "Item:Q2380764"
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The following pages link to A phase transition behavior for Brownian motions interacting through their ranks (Q2380764):
Displaying 32 items.
- Diverse market models of competing Brownian particles with splits and mergers (Q303944) (← links)
- Last passage percolation and traveling fronts (Q369673) (← 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)
- Analysis of market weights under volatility-stabilized market models (Q549872) (← links)
- Competing particle systems evolving by interacting Lévy processes (Q655586) (← links)
- A combinatorial analysis of interacting diffusions (Q662878) (← links)
- Chaoticity of the stationary distribution of rank-based interacting diffusions (Q894486) (← links)
- Equilibrium large deviations for mean-field systems with translation invariance (Q1617149) (← links)
- Optimal surviving strategy for drifted Brownian motions with absorption (Q1647737) (← links)
- Backward stochastic differential equations with rank-based data (Q1705560) (← links)
- Comparison techniques for competing Brownian particles (Q1741868) (← links)
- Concentration for multidimensional diffusions and their boundary local times (Q1930863) (← links)
- Convergence rates for rank-based models with applications to portfolio theory (Q1955832) (← links)
- A note on jump Atlas models (Q2032333) (← links)
- A stock market model based on CAPM and market size (Q2240683) (← links)
- Capital distribution and portfolio performance in the mean-field Atlas model (Q2351635) (← links)
- One-dimensional Brownian particle systems with rank-dependent drifts (Q2378629) (← links)
- Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution (Q2412522) (← 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)
- Permutation-weighted portfolios and the efficiency of commodity futures markets (Q2701102) (← links)
- Large deviations for diffusions interacting through their ranks (Q2812290) (← links)
- Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line (Q2954459) (← links)
- Phase transition for Parking blocks, Brownian excursion and coalescence (Q3150200) (← links)
- Two-Sided Infinite Systems of Competing Brownian Particles (Q4578056) (← links)
- Long time behaviour and mean-field limit of Atlas models (Q4606432) (← links)
- Functional Portfolio Optimization in Stochastic Portfolio Theory (Q5080133) (← links)
- Zipf’s law for atlas models (Q5139930) (← links)
