Emergent dynamics of the first-order stochastic Cucker-Smale model and application to finance (Q5214859)
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scientific article; zbMATH DE number 7163518
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| English | Emergent dynamics of the first-order stochastic Cucker-Smale model and application to finance |
scientific article; zbMATH DE number 7163518 |
Statements
Emergent dynamics of the first‐order stochastic Cucker‐Smale model and application to finance (English)
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5 February 2020
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aggregation
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collective dynamics
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Cucker-Smale flocking
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geometric Brownian motion
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stochastic return
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0.8323246836662292
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0.7770070433616638
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0.7543221712112427
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0.7486216425895691
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0.7460915446281433
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