Comparison techniques for competing Brownian particles
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Publication:1741868
DOI10.1007/s10959-019-00887-zzbMath1478.60270arXiv1305.1653OpenAlexW2963526805MaRDI QIDQ1741868
Publication date: 7 May 2019
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1305.1653
reflected Brownian motioncompeting Brownian particlesstochastic comparisonSkorohod problemasymmetric collisions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60)
Related Items (4)
Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution ⋮ Dimension-free local convergence and perturbations for reflected Brownian motions ⋮ Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment ⋮ Integral expression for the stationary distribution of reflected Brownian motion in a wedge
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