Two-Sided Infinite Systems of Competing Brownian Particles

Multiple collisions in systems of competing Brownian particles

(2018) Cameron Bruggeman et al.   BERNOULLI

Systems of Brownian particles with asymmetric collisions

(2016) Ioannis Karatzas et al.   ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES

Diverse market models of competing Brownian particles with splits and mergers

(2016) Ioannis Karatzas et al.   ANNALS OF APPLIED PROBABILITY

Large Deviations for Diffusions Interacting Through Their Ranks

(2016) Amir Dembo et al.   COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS

Reflected Brownian Motion in a Convex Polyhedral Cone: Tail Estimates for the Stationary Distribution

(2016) Andrey Sarantsev   JOURNAL OF THEORETICAL PROBABILITY

Scaling limit for Brownian motions with one-sided collisions

(2015) Patrik L. Ferrari et al.   ANNALS OF APPLIED PROBABILITY

Chaoticity of the stationary distribution of rank-based interacting diffusions

(2015) Julien Reygner   ELECTRONIC COMMUNICATIONS IN PROBABILITY

Triple and simultaneous collisions of competing Brownian particles

(2015) Andrey Sarantsev   ELECTRONIC JOURNAL OF PROBABILITY

Infinite dimensional stochastic differential equations for Dyson’s model

(2015) Li-Cheng Tsai   PROBABILITY THEORY AND RELATED FIELDS

Concentration of measure for Brownian particle systems interacting through their ranks

(2014) Soumik Pal et al.   ANNALS OF APPLIED PROBABILITY

The small noise limit of order-based diffusion processes

(2014) Benjamin Jourdain et al.   ELECTRONIC JOURNAL OF PROBABILITY

Convergence rates for rank-based models with applications to portfolio theory

(2012) Tomoyuki Ichiba et al.   PROBABILITY THEORY AND RELATED FIELDS

Strong solutions of stochastic equations with rank-based coefficients

(2012) Tomoyuki Ichiba et al.   PROBABILITY THEORY AND RELATED FIELDS

Planar diffusions with rank-based characteristics and perturbed Tanaka equations

(2012) E. Robert Fernholz et al.   PROBABILITY THEORY AND RELATED FIELDS

Large systems of diffusions interacting through their ranks

(2012) Mykhaylo Shkolnikov   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Hybrid Atlas models

(2011) Tomoyuki Ichiba et al.   ANNALS OF APPLIED PROBABILITY

Concentration for multidimensional diffusions and their boundary local times

(2011) Soumik Pal   PROBABILITY THEORY AND RELATED FIELDS

On collisions of Brownian particles

(2010) Tomoyuki Ichiba et al.   ANNALS OF APPLIED PROBABILITY

On the structure of quasi-stationary competing particle systems

(2009) Louis-Pierre Arguin et al.   ANNALS OF PROBABILITY

A phase transition behavior for Brownian motions interacting through their ranks

(2009) Sourav Chatterjee et al.   PROBABILITY THEORY AND RELATED FIELDS

One-dimensional Brownian particle systems with rank-dependent drifts

(2008) Soumik Pal et al.   ANNALS OF APPLIED PROBABILITY

Propagation of chaos and Poincaré inequalities for a system of particles interacting through their cdf

(2008) Benjamin Jourdain et al.   ANNALS OF APPLIED PROBABILITY