Publication: Planar Brownian flows with rank-based characteristics
Files
Program
KU-Authors
KU Authors
Co-Authors
Karatzas, Ioannis
Advisor
Publication Date
2018
Language
English
Type
Conference proceeding
Journal Title
Journal ISSN
Volume Title
Abstract
We study a stochastic differential equation with rank-based characteristics on the plane. We find its flow solutions and characterize coalescence.
Description
Source:
AIP Conference Proceedings
Publisher:
American Institute of Physics (AIP) Publishing
Keywords:
Subject
Mathematics, applied, Physics, applied