Talk by Andrey Sarantsev (UC Santa Barbara)
Title: Infinite systems of competing Brownian particles
Abstract:
Consider a rank-based model of infinitely many competing Brownian particles.
We generalize the results of Pal, Pitman (2008) and Ichiba, Karatzas, Shkolnikov (2013)
by providing existence and uniqueness results, stability conditions for the gaps between
adjacent particles, and studying triple and simultaneous collisions.