Limit theorems for individual-based models in economics and finance

DOI10.1016/j.spa.2008.12.001zbMath1168.60369arXiv0810.2813OpenAlexW2118028956MaRDI QIDQ2270875

Daniel Remenik

Publication date: 29 July 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.2813

zbMATH Keywords

law of large numberscentral limit theoremfinanceeconomicsinteracting particle systemmeasure-valued processindividual-based modelfluctuation process

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic models in economics (91B70) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of functional analysis in probability theory and statistics (46N30) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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