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- W2619052598 abstract "This article reviews a few basic features of systems of one-dimensional diffusions with rank-based characteristics. Such systems arise in particular in the modelling of financial markets , where they go by the name of Atlas models. We mostly describe their long time and large scale behaviour, and lay a particular emphasis on the case of mean-field interactions. We finally present an application of the reviewed results to the modelling of capital distribution in systems with a large number of agents." @default.
- W2619052598 created "2017-06-05" @default.
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- W2619052598 date "2017-05-23" @default.
- W2619052598 modified "2023-09-23" @default.
- W2619052598 title "Long time behaviour and mean-field limit of Atlas models" @default.
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