Triple and simultaneous collisions of competing Brownian particles

DOI10.1214/EJP.v20-3279zbMath1321.60213arXiv1401.6255MaRDI QIDQ2515895

Andrey Sarantsev

Publication date: 7 August 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.6255

zbMATH Keywords

Skorokhod problemreflected Brownian motioncompeting Brownian particlesstochastic comparisonasymmetric collisions

Mathematics Subject Classification ID

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)

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