Emergent dynamics of the first‐order stochastic Cucker‐Smale model and application to finance
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Publication:5214859
DOI10.1002/mma.5697zbMath1431.91447WikidataQ127483714 ScholiaQ127483714MaRDI QIDQ5214859
Yongsik Kim, Jane Yoo, Seung-Yeal Ha, Hyeong-Ohk Bae, Hyuncheul Lim, Doheon Kim
Publication date: 5 February 2020
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mma.5697
aggregation; geometric Brownian motion; collective dynamics; stochastic return; Cucker-Smale flocking
91G80: Financial applications of other theories
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
91G99: Actuarial science and mathematical finance
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