Long-time behavior of finite and infinite dimensional reflected Brownian motions
From MaRDI portal
Publication:6645568
DOI10.1007/978-981-99-9994-1_3MaRDI QIDQ6645568
Sayan Banerjee, Amarjit Budhiraja
Publication date: 28 November 2024
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) Local time and additive functionals (60J55)
Cites Work
- Unnamed Item
- Unnamed Item
- Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation
- Large systems of diffusions interacting through their ranks
- Yet another condition for absence of collisions for competing Brownian particles
- Hybrid Atlas models
- Propagation of chaos and Poincaré inequalities for a system of particles interacting through their CDF
- On collisions of Brownian particles
- Reflected Brownian motion on an orthant
- Invariant measures for the zero range process
- Coupling the simple exclusion process
- Diffusion approximations for open multiclass queueing networks: Sufficient conditions involving state space collapse
- Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
- Lyapunov functions for semimartingale reflecting Brownian motions
- Optimal surviving strategy for drifted Brownian motions with absorption
- Infinite systems of competing Brownian particles
- Comparison techniques for competing Brownian particles
- Multidimensional reflected Brownian motions having exponential stationary distributions
- Uniqueness for diffusions with piecewise constant coefficients
- A boundary property of semimartingale reflecting Brownian motions
- Stability properties of constrained jump-diffusion processes
- On positive recurrence of constrained diffusion processes
- Convergence rates for rank-based models with applications to portfolio theory
- Strong solutions of stochastic equations with rank-based coefficients
- Convex duality and the Skorokhod problem. I
- Rates of convergence to equilibrium for potlatch and smoothing processes
- Domains of attraction of invariant distributions of the infinite atlas model
- The infinite Atlas process: convergence to equilibrium
- Couplings and quantitative contraction rates for Langevin dynamics
- Stationary gap distributions for infinite systems of competing Brownian particles
- Long time asymptotics for constrained diffusions in polyhedral domains
- Existence of the zero range process and a deposition model with superlinear growth rates
- One-dimensional Brownian particle systems with rank-dependent drifts
- Atlas models of equity markets
- Characterization of invariant measures at the leading edge for competing particle systems
- Triple and simultaneous collisions of competing Brownian particles
- Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions
- Large Deviations for Diffusions Interacting Through Their Ranks
- Open Queueing Networks in Heavy Traffic
- Stochastic Portfolio Theory: an Overview
- Brownian models of open queueing networks with homogeneous customer populations∗
- Small Random perturbation of dynamical systems with reflecting boundary
- Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes
- Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes
- Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
- Efficient Steady-State Simulation of High-Dimensional Stochastic Networks
- Rates of Convergence to Stationarity for Reflected Brownian Motion
- Brownian Particles with Rank‐Dependent Drifts: Out‐of‐Equilibrium Behavior
- On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
- On extremal measures for conservative particle systems
- Systems of Brownian particles with asymmetric collisions
This page was built for publication: Long-time behavior of finite and infinite dimensional reflected Brownian motions