1 citations · 1 across the 5 of their papers we have counts for
Showing 2013 · math.PRShow all
2 papers · 2 filters
math.PR2013
Multiple Collisions in Systems of Competing Brownian Particles
Cameron Bruggeman, Andrey Sarantsev
Consider a finite system of competing Brownian particles on the real line. Each particle moves as a Brownian motion, with drift and diffusion coefficients depending only on its cur…
math.PR2013
Comparison Techniques for Competing Brownian Particles
Andrey Sarantsev
Consider a finite system of Brownian particles on the real line. Each particle has drift and diffusion coefficients depending on its current rank relative to other particles, as in…