Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Analysis of market weights under volatility-stabilized market models   We derive the joint density of market weights, at fixed times and suitable
stopping times, of the volatility-stabilized market models introduced by
Fernholz and Karatzas in [Ann. Finan. 1 (2005) 149-177]. The argument rests on
computing the exit density of a collection of independent Bessel-square
processes of possibly different dimensions from the unit simplex. We show that
the law of the market weights is the same as that of the multi-allele
Wright-Fisher diffusion model, well known in population genetics. Thus, as a
side result, we furnish a novel proof of the transition density function of the
Wright-Fisher model which was originally derived by Griffiths by bi-orthogonal
series expansion.

27
The categories of this paper are: comp-gas
31
The categories of this paper are: ao-sci
8
The categories of this paper are: hep-ex
18
The categories of this paper are: econ
3
The categories of this paper are: physics
1
The categories of this paper are: cs
17
The categories of this paper are: q-fin
26
The categories of this paper are: bayes-an
23
The categories of this paper are: solv-int
12
The categories of this paper are: nucl-th
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The categories of this paper are: funct-an
21
The categories of this paper are: adap-org
35
The categories of this paper are: mtrl-th
33
The categories of this paper are: plasm-ph
19
The categories of this paper are: eess
5
The categories of this paper are: gr-qc