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2017 Yet another condition for absence of collisions for competing Brownian particles
Tomoyuki Ichiba, Andrey Sarantsev
Electron. Commun. Probab. 22: 1-7 (2017). DOI: 10.1214/17-ECP41

Abstract

Consider a finite system of rank-based competing Brownian particles, where the drift and diffusion of each particle depend only on its current rank relative to other particles. We present a simple sufficient condition for absence of multiple collisions of a given order, continuing the earlier work by Bruggeman and Sarantsev (2015). Unlike in that paper, this new condition works even for infinite systems.

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Tomoyuki Ichiba. Andrey Sarantsev. "Yet another condition for absence of collisions for competing Brownian particles." Electron. Commun. Probab. 22 1 - 7, 2017. https://doi.org/10.1214/17-ECP41

Information

Received: 25 August 2016; Accepted: 2 January 2017; Published: 2017
First available in Project Euclid: 14 January 2017

zbMATH: 1357.60111
MathSciNet: MR3607803
Digital Object Identifier: 10.1214/17-ECP41

Subjects:
Primary: 60H10, 60J60, 60J65, 60K35

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