Topics in Rank-Based Stochastic Differential Equations
In this thesis, we tackle two problems. In the first problem, we study fluctuations of a system of diffusions interacting through the ranks when the number of diffusions goes to infinity. It is known that the empirical cumulative distribution function of such diffusions converges to a non-random lim...
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| Format: | Others |
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Research Showcase @ CMU
2018
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| Online Access: | http://repository.cmu.edu/dissertations/1205 http://repository.cmu.edu/cgi/viewcontent.cgi?article=2244&context=dissertations |