James, Nick; Menzies, Max A new measure between sets of probability distributions with applications to erratic financial behavior. (English) Zbl 07451709 J. Stat. Mech. Theory Exp. 2021, No. 12, Article ID 123404, 31 p. (2021). MSC: 82-XX PDFBibTeX XMLCite \textit{N. James} and \textit{M. Menzies}, J. Stat. Mech. Theory Exp. 2021, No. 12, Article ID 123404, 31 p. (2021; Zbl 07451709) Full Text: DOI arXiv
Kolli, Praveen; Shkolnikov, Mykhaylo SPDE limit of the global fluctuations in rank-based models. (English) Zbl 1430.60057 Ann. Probab. 46, No. 2, 1042-1069 (2018). MSC: 60H15 82C22 91G80 PDFBibTeX XMLCite \textit{P. Kolli} and \textit{M. Shkolnikov}, Ann. Probab. 46, No. 2, 1042--1069 (2018; Zbl 1430.60057) Full Text: DOI arXiv Euclid