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.
Citation
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
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