The following pages link to Hybrid Atlas models (Q535207):
Displaying 50 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)
- A second-order stock market model (Q470674) (← links)
- On a class of diverse market models (Q470733) (← links)
- Equilibrium fluctuations for a discrete Atlas model (Q511127) (← links)
- Competing particle systems evolving by interacting Lévy processes (Q655586) (← links)
- Kinetic models for topological nearest-neighbor interactions (Q683318) (← links)
- Diversity-weighted portfolios with negative parameter (Q902178) (← links)
- Optimal surviving strategy for drifted Brownian motions with absorption (Q1647737) (← links)
- Stochastic integral equations for Walsh semimartingales (Q1650115) (← 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)
- Strong solutions of stochastic equations with rank-based coefficients (Q1955833) (← links)
- Instability and concentration in the distribution of wealth (Q1994584) (← links)
- Polynomial processes in stochastic portfolio theory (Q1999926) (← links)
- A note on jump Atlas models (Q2032333) (← links)
- An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420) (← links)
- Degenerate competing three-particle systems (Q2137057) (← links)
- The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate (Q2141948) (← links)
- Mean-field games and swarms dynamics in Gaussian and non-Gaussian environments (Q2179438) (← links)
- A stock market model based on CAPM and market size (Q2240683) (← 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)
- Pathwise differentiability of reflected diffusions in convex polyhedral domains (Q2337831) (← links)
- Capital distribution and portfolio performance in the mean-field Atlas model (Q2351635) (← links)
- Trading strategies generated by Lyapunov functions (Q2364535) (← links)
- Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution (Q2412522) (← links)
- Diffusions with rank-based characteristics and values in the nonnegative quadrant (Q2435250) (← links)
- Concentration of measure for Brownian particle systems interacting through their ranks (Q2511556) (← links)
- Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions (Q2657931) (← links)
- Green's functions with oblique Neumann boundary conditions in the quadrant (Q2664522) (← 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)
- 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)
- Sensitivity Analysis for the Stationary Distribution of Reflected Brownian Motion in a Convex Polyhedral Cone (Q5000645) (← links)
- A Class of Stochastic Games and Moving Free Boundary Problems (Q5065060) (← links)
- A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)
- Zipf’s law for atlas models (Q5139930) (← links)
- Robust asymptotic growth in stochastic portfolio theory under long‐only constraints (Q6054405) (← links)
- Dimension-free local convergence and perturbations for reflected Brownian motions (Q6103972) (← links)
- Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (Q6103992) (← links)
- Quantifying a convergence theorem of Gyöngy and Krylov (Q6104027) (← links)
