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CCF Seminar
Andrey Sarantsev
University of California at Santa Barbara
Title: Competing Brownian Particles

Abstract: We study finite and infinite rank-based systems of Brownian particles on the real line, with drift and diffusion coefficients of a particle depending on the current rank relative to other particles. These systems have applications in financial modeling, exclusion processes, and other areas. This area was a subject of intense study during the past decade. This talks attempts to survey the latest results.

Date: Monday, October 31, 2016
Time: 5:00 pm
Location: Wean Hall 8220
Submitted by:  Steve Shreve