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Large rank-based models with common noise - MaRDI portal

Large rank-based models with common noise (Q2322620)

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Large rank-based models with common noise
scientific article

    Statements

    title
    Large rank-based models with common noise (English)
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    author
    Praveen Kolli
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    Andrey Sarantsev
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    publication date
    5 September 2019
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    zbMATH Keywords
    competing Brownian particles
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    porous medium equation
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    weak convergence
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    Wasserstein distance
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    empirical measure
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60H15
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    60J55
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    60K35
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    zbMATH DE Number
    7101622
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    OpenAlex ID
    W2894652594
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    arXiv ID
    1802.06282
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