papers
Publications (16)
math.PR2014
Sticky Particles and Stochastic Flows
Jon Warren
math.PR2008
No-arbitrage and closure results for trading cones with transaction costs
Saul Jacka, Abdelkarem Berkaoui, Jon Warren
math.PR2004
A stochastic flow arising in the study of local times
Jon Warren
math.PR2009
Some Examples of Dynamics for Gelfand Tsetlin Patterns
Jon Warren, Peter Windridge
math.PR2016
The stochastic heat equation, 2D Toda equations and dynamics for the multilayer process
Chin Hang Lun, Jon Warren
math.PR2003
On Spectra of Noises associated with Harris flows
Jon Warren, Shinzo Watanabe
math.PR2011
Minimizing the time to a decision
Saul Jacka, Jon Warren, Peter Windridge
math.PR2009
Consistent families of Brownian motions and stochastic flows of kernels
Chris Howitt, Jon Warren
math.PR2005
Dyson's Brownian motions, intertwining and interlacing
Jon Warren
math.PR2005
Random orderings of the integers and card shuffling
Saul Jacka, Jon Warren
math.PR2009
Maximum of Dyson Brownian motion and non-colliding systems with a boundary
Alexei Borodin, Patrik L. Ferrari, Michael Praehofer +2
math.PR2019
Point-to-line last passage percolation and the invariant measure of a system of reflecting Brownian motions
Will FitzGerald, Jon Warren
math.PR2007
Dynamics for the Brownian web and the erosion flow
Chris Howitt, Jon Warren
math.PR2005
Dynamics and Endogeny for recursive processes on trees
Jon Warren
math.PR2008
Interlaced processes on the circle
Anthony P. Metcalfe, Neil O'Connell, Jon Warren
math.AP2014
An elliptic pde with convex solutions
Jon Warren