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Yet another condition for absence of collisions for competing Brownian particles
Published Web Location
https://projecteuclid.org/euclid.ecp/1484363135No data is associated with this publication.
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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