Large deviations for sticky Brownian motions
From MaRDI portal
Publication:2024503
DOI10.1214/20-EJP515zbMath1462.60035arXiv1905.10280OpenAlexW2944928325MaRDI QIDQ2024503
Guillaume Barraquand, Mark Rychnovsky
Publication date: 4 May 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.10280
Random matrices (probabilistic aspects) (60B20) Interacting particle systems in time-dependent statistical mechanics (82C22) Brownian motion (60J65) Large deviations (60F10) Exactly solvable models; Bethe ansatz (82B23) Random matrices (algebraic aspects) (15B52) Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21)
Related Items
Correction to: ``Random-walk in beta-distributed random environment, The sticky Lévy process as a solution to a time change equation, Random walk on nonnegative integers in beta distributed random environment, The Bethe ansatz for sticky Brownian motions, Orthogonal intertwiners for infinite particle systems in the continuum, Sticky Brownian Motion and Its Numerical Solution, A quenched local limit theorem for stochastic flows, Hidden diagonal integrability of q-Hahn vertex model and beta polymer model
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