3 problems

Let $(R_1(t),R_2(t))$ be the reflected process in the nonnegative quadrant defined in (2.20) and (2.21), and let ${\bm\alpha}$ be the parameter satisfying…

Let $\gamma(t)=\frac{1}{N}\sum_{i=1}^N\delta_{X_i(t)}$ be the empirical measure of a rank-based particle system, and let $w$ denote the cumulative distribution function in the limi…

Let $X$ be a diffusion satisfying the ranked stochastic differential equation for Fernholz's Atlas model, in which $cdelta_n>0$ and $cdelta_i=0$ for all $i\neq n$. Define the order…