Collective behaviors of stochastic agent-based models and applications to finance and optimization
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Asymptotic properties of solutions to ordinary differential equations (34D05) Biological rhythms and synchronization (92B25) Stability for nonlinear problems in mechanics (70K20)
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Cited in
(10)- Smoothing processes and adaptation in models of collective behavior
- Existence and approximation of probability measure solutions to models of collective behaviors
- A RANDOM CLUSTER PROCESS APPROACH TO COLLECTIVE MARKET DYNAMICS WITH LOCAL INTERACTIONS
- Collective aggregation of a linearly coupled stochastic Cucker-Smale ensemble on asymmetric networks
- Agent-based methods in economics and finance. Simulations in Swarm
- Linking agent-based models and stochastic models of financial markets
- Kinetic theory of active particles meets auction theory
- On the interactions of flocking particles with the Stokes flow in an infinite channel
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- Emergent dynamics of the first-order stochastic Cucker-Smale model and application to finance
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