Publication: Planar Brownian flows with rank-based characteristics
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KU-Authors
KU Authors
Co-Authors
Karatzas, Ioannis
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Embargo Status
NO
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Volume Title
Alternative Title
Abstract
We study a stochastic differential equation with rank-based characteristics on the plane. We find its flow solutions and characterize coalescence.
Source
Publisher
American Institute of Physics (AIP) Publishing
Subject
Mathematics, applied, Physics, applied
Citation
Has Part
Source
AIP Conference Proceedings
Book Series Title
Edition
DOI
10.1063/1.5043936