Statistical mechanics of nonlinear nonequilibrium financial markets

DOI10.1016/0270-0255(84)90022-8zbMath0562.90018OpenAlexW2003424691MaRDI QIDQ3675849

Lester Ingber

Publication date: 1984

Published in: Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0270-0255(84)90022-8

zbMATH Keywords

microscopic modelmacroscopic marketnonlinear nonequilibrium financial marketsnonlinear nonequilibrium Markovian distributionsnonlinear nonequilibrium statistical mechanics

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Economic growth models (91B62)

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