Long time behaviour and mean-field limit of Atlas models
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Publication:4606432
DOI10.1051/proc/201760132zbMath1383.60097arXiv1705.08140OpenAlexW2963939158MaRDI QIDQ4606432
Publication date: 7 March 2018
Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.08140
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Financial applications of other theories (91G80)
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Cites Work
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