The following pages link to On collisions of Brownian particles (Q988761):
Displaying 31 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)
- Hybrid Atlas models (Q535207) (← links)
- Theory of scattering by a Brownian particle (Q809478) (← 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)
- Concentration for multidimensional diffusions and their boundary local times (Q1930863) (← 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)
- Perturbed GUE minor process and Warren's process with drifts (Q2016526) (← links)
- On collision of multiple eigenvalues for matrix-valued Gaussian processes (Q2033127) (← links)
- Reflected backward stochastic differential equation with rank-based data (Q2042035) (← links)
- Degenerate competing three-particle systems (Q2137057) (← links)
- Domains of attraction of invariant distributions of the infinite atlas model (Q2139109) (← links)
- Attractiveness of Brownian queues in tandem (Q2281367) (← links)
- Multidimensional sticky Brownian motions as limits of exclusion processes (Q2346069) (← links)
- Capital distribution and portfolio performance in the mean-field Atlas model (Q2351635) (← links)
- Multiple collisions in systems of competing Brownian particles (Q2405178) (← 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)
- 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)
- A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)
- Zipf’s law for atlas models (Q5139930) (← links)
- Dynamics of finite inhomogeneous particle systems with exclusion interaction (Q6140916) (← links)
- Extremal invariant distributions of infinite Brownian particle systems with rank dependent drifts (Q6617182) (← links)
- High moments of the SHE in the clustering regimes (Q6639208) (← links)
- Long-time behavior of finite and infinite dimensional reflected Brownian motions (Q6645568) (← links)
