EXACT SOLUTIONS AND MONTE CARLO SIMULATIONS OF SELF-CONSISTENT LANGEVIN EQUATIONS: A CASE STUDY FOR THE COLLECTIVE DYNAMICS OF STOCK PRICES
From MaRDI portal
Publication:3444912
DOI10.1142/S0217979207036904zbMath1144.82336MaRDI QIDQ3444912
Publication date: 5 June 2007
Published in: International Journal of Modern Physics B (Search for Journal in Brave)
Monte Carlo simulationnonlinear Fokker-Planck equationseconophysicsself-consistent Langevin equations
Related Items (3)
VIRIAL THEOREM AND NON-EQUILIBRIUM CANONICAL-DISSIPATIVE DISTRIBUTIONS CHARACTERIZING PARKINSON TREMOR ⋮ COLLECTIVE BEHAVIOR OF BIOPHYSICAL SYSTEMS WITH THERMODYNAMIC FEEDBACK LOOPS: A CASE STUDY FOR A NONLINEAR MARKOV MODEL — THE TAKATSUJI SYSTEM ⋮ NUMERIC AND EXACT SOLUTIONS OF THE NONLINEAR CHAPMAN–KOLMOGOROV EQUATION: A CASE STUDY FOR A NONLINEAR SEMI-GROUP MARKOV MODEL
Cites Work
- Unnamed Item
- Phase resetting in medicine and biology. Stochastic modelling and data analysis.
- A model for neuronal oscillations in the visual cortex. I: Mean-field theory and derivation of the phase equations
- Integral kinetic method for one dimension: The spherical case
- Single particle dynamics of many-body systems described by Vlasov-Fokker-Planck equations
- Free energies based on generalized entropies and H-theorems for nonlinear Fokker–Planck equations
- Fokker-Planck Equation for an Inverse-Square Force
- Classical Langevin equations for the free electron gas and blackbody radiation
- H-theorem and generalized entropies within the framework of nonlinear kinetics
This page was built for publication: EXACT SOLUTIONS AND MONTE CARLO SIMULATIONS OF SELF-CONSISTENT LANGEVIN EQUATIONS: A CASE STUDY FOR THE COLLECTIVE DYNAMICS OF STOCK PRICES