Large deviations for sticky Brownian motions

G Barraquand, M Rychnovsky - 2020 - projecteuclid.org
We consider n-point sticky Brownian motions: a family of n diffusions that evolve as
independent Brownian motions when they are apart, and interact locally so that the set of …

[图书][B] Some Exactly Solvable Models And Their Asymptotics

M Rychnovsky - 2021 - search.proquest.com
In this thesis, we present three projects studying exactly solvable models in the KPZ
universality class and one project studying a generalization of the SIR model from …

Approximation and Simulation of Diffusion Processes with Sticky Boundaries

C Meier - 2021 - search.proquest.com
This thesis studies the approximation and simulation of sticky diffusion processes in one and
multiple dimensions. Sticky diffusions are important for modeling properties of processes in …