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Multidimensional sticky brownian motions as limits of exclusion processes
Miklós Z. Rácz, Mykhaylo Shkolnikov
Operations Research & Financial Engineering
Center for Statistics & Machine Learning
Research output
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Contribution to journal
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Article
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peer-review
14
Scopus citations
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Keyphrases
Exclusion Process
100%
Sticky Brownian Motion
100%
Drift-diffusion
33%
Major Events
33%
Brownian Motion
33%
Diffusion Matrix
33%
Particle System
33%
Diffusive Scaling
33%
Extended Period
33%
CA Model
33%
Large Firms
33%
Integer Lattice
33%
Half-line
33%
New Markets
33%
Stochastic Portfolio Theory
33%
Market Leader
33%
Queuing Theory
33%
Stickiness
33%
Vector Matrix
33%
Court Trial
33%
Drift Vector
33%
Mathematics
Brownian Motion
100%
Lattices
33%
Stochastics
33%
Integer
33%
Matrix (Mathematics)
33%
Particle System
33%
Reflected Brownian Motion
33%
Periodic Time
33%
Half line
33%
Portfolio Theory
33%
Economics, Econometrics and Finance
Levy Process
100%
Large Firm
25%
Portfolio Theory
25%
Market Leader
25%
Computer Science
Brownian Motion
100%
Particle System
25%
Queuing Theory
25%