Multiple collisions in systems of competing Brownian particles

Bernoulli ◽

10.3150/16-bej869 ◽

2018 ◽

Vol 24 (1) ◽

pp. 156-201 ◽

Cited By ~ 4

Author(s):

Cameron Bruggeman ◽

Andrey Sarantsev

Keyword(s):

Brownian Particles ◽

Multiple Collisions ◽

Competing Brownian Particles

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No Multiple Collisions for Mutually Repelling Brownian Particles

Lecture Notes in Mathematics - Séminaire de Probabilités XL ◽

10.1007/978-3-540-71189-6_12 ◽

2007 ◽

pp. 241-246 ◽

Cited By ~ 1

Author(s):

Emmanuel Cépa ◽

Dominique Lépingle

Keyword(s):

Brownian Particles ◽

Multiple Collisions

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Comparison Techniques for Competing Brownian Particles

Journal of Theoretical Probability ◽

10.1007/s10959-019-00887-z ◽

2019 ◽

Vol 32 (2) ◽

pp. 545-585 ◽

Cited By ~ 1

Author(s):

Andrey Sarantsev

Keyword(s):

Brownian Particles ◽

Competing Brownian Particles

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Infinite systems of competing Brownian particles

Annales de l Institut Henri Poincaré Probabilités et Statistiques ◽

10.1214/16-aihp791 ◽

2017 ◽

Vol 53 (4) ◽

pp. 2279-2315 ◽

Cited By ~ 5

Author(s):

Andrey Sarantsev

Keyword(s):

Infinite Systems ◽

Brownian Particles ◽

Competing Brownian Particles

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Triple and simultaneous collisions of competing Brownian particles

Electronic Journal of Probability ◽

10.1214/ejp.v20-3279 ◽

2015 ◽

Vol 20 (0) ◽

Cited By ~ 5

Author(s):

Andrey Sarantsev

Keyword(s):

Brownian Particles ◽

Competing Brownian Particles

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Yet another condition for absence of collisions for competing Brownian particles

Electronic Communications in Probability ◽

10.1214/17-ecp41 ◽

2017 ◽

Vol 22 (0) ◽

Author(s):

Tomoyuki Ichiba ◽

Andrey Sarantsev

Keyword(s):

Brownian Particles ◽

Competing Brownian Particles

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Diverse market models of competing Brownian particles with splits and mergers

The Annals of Applied Probability ◽

10.1214/15-aap1118 ◽

2016 ◽

Vol 26 (3) ◽

pp. 1329-1361 ◽

Cited By ~ 3

Author(s):

Ioannis Karatzas ◽

Andrey Sarantsev

Keyword(s):

Market Models ◽

Brownian Particles ◽

Competing Brownian Particles

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Stochastic differential games with competing Brownian particles and related Isaacs' equations

Optimal Control Applications and Methods ◽

10.1002/oca.2356 ◽

2017 ◽

Vol 39 (2) ◽

pp. 519-536

Author(s):

Xinwei Feng

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Brownian Particles ◽

Isaacs Equations ◽

Competing Brownian Particles

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Two-Sided Infinite Systems of Competing Brownian Particles

ESAIM Probability and Statistics ◽

10.1051/ps/2017013 ◽

2017 ◽

Vol 21 ◽

pp. 317-349 ◽

Cited By ~ 1

Author(s):

Andrey Sarantsev

Keyword(s):

Infinite Systems ◽

Brownian Particles ◽

Competing Brownian Particles

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Stationary gap distributions for infinite systems of competing Brownian particles

Electronic Journal of Probability ◽

10.1214/17-ejp78 ◽

2017 ◽

Vol 22 (0) ◽

Cited By ~ 1

Author(s):

Andrey Sarantsev ◽

Li-Cheng Tsai

Keyword(s):

Infinite Systems ◽

Brownian Particles ◽

Competing Brownian Particles

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Trapping of Brownian particles by random traps: destruction of the fluctuation slow-down

Philosophical Magazine B ◽

10.1080/014186398258681 ◽

1998 ◽

Vol 77 (5) ◽

pp. 1277-1281

Author(s):

Alexander M. Berezhkovskii, Veaceslav Zaloj,

Keyword(s):

Brownian Particles ◽

Random Traps

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