Brownian Particles with Rank‐Dependent Drifts: Out‐of‐Equilibrium Behavior
From MaRDI portal
Publication:5226133
DOI10.1002/cpa.21825zbMath1415.60113arXiv1708.01918OpenAlexW2963371935MaRDI QIDQ5226133
No author found.
Publication date: 30 July 2019
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.01918
Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
Related Items (11)
Domains of attraction of invariant distributions of the infinite atlas model ⋮ A note on transportation cost inequalities for diffusions with reflections ⋮ Optimal surviving strategy for drifted Brownian motions with absorption ⋮ Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier ⋮ Dimension-free local convergence and perturbations for reflected Brownian motions ⋮ Dynamics of finite inhomogeneous particle systems with exclusion interaction ⋮ A note on jump Atlas models ⋮ Dynamics of observables in rank-based models and performance of functionally generated portfolios ⋮ The infinite Atlas process: convergence to equilibrium ⋮ Rank dependent branching-selection particle systems ⋮ A free boundary problem arising from branching Brownian motion with selection
This page was built for publication: Brownian Particles with Rank‐Dependent Drifts: Out‐of‐Equilibrium Behavior
