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• W2022770888 abstract "We study finite and countably infinite systems of stochastic differential equations, in which the drift and diffusion coefficients of each component (particle) are determined by its rank in the vector of all components of the solution. We show that strong existence and uniqueness hold until the first time three particles collide. Motivated by this result, we improve significantly the existing conditions for the absence of such triple collisions in the case of finite-dimensional systems, and provide the first condition of this type for systems with a countable infinity of particles." @default.
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• W2022770888 date "2012-04-10" @default.
• W2022770888 modified "2023-10-03" @default.
• W2022770888 title "Strong solutions of stochastic equations with rank-based coefficients" @default.
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• W2022770888 doi "https://doi.org/10.1007/s00440-012-0426-3" @default.
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