Kolli, Praveen
- SPDE limit of the global fluctuations in rank-based models
2016/08/02 by Kolli, Praveen, Shkolnikov, Mykhaylo · 1 citation
#60F05 #60G15 #60H15 #82C22 #Analysis of PDEs (math.AP) #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)
- Large Rank-Based Models with Common Noise
2018/02/17 by Kolli, Praveen, Sarantsev, Andrey · 1 citation
#60H10 #60H15 #60J55 #60K35 #91B28 #FOS: Mathematics #Probability (math.PR)