Systems of Brownian particles with asymmetric collisions

DOI10.1214/14-AIHP646zbMath1333.60206arXiv1210.0259OpenAlexW2964176302MaRDI QIDQ5963220

Mykhaylo Shkolnikov, Ioannis Karatzas, Soumik Pal

Publication date: 4 March 2016

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.0259

zbMATH Keywords

stochastic differential equationsinvariance principlesjump processesinteracting particle systemsscaling limitsdeterminantal processesreflected Brownian motionsSkorokhod mapsstochastic portfolio theory

Mathematics Subject Classification ID

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