Yet Another Condition for Absence of Collisions for Competing Brownian Particles
arXiv:1608.07220
Abstract
Consider a finite system of rank-based competing Brownian particles, where the drift and diffusion of each particle depend only on its current rank relative to other particles. We present a simple sufficient condition for absence of multiple collisions of a given order, continuing the earlier work by Bruggeman and Sarantsev (2015). Unlike in that paper, this new condition works even for infinite systems.
7 pages. Keywords: competing Brownian particles, total collision, multiple collision, triple collision, simultaneous collision