On a Diffusion Approximation of a Prediction Game
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Publication:6153528
DOI10.1137/S0040585X97T991659WikidataQ128297470 ScholiaQ128297470MaRDI QIDQ6153528FDOQ6153528
Authors: M. V. Zhitlukhin
Publication date: 14 February 2024
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
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stochastic differential equationdiffusion approximationevolutionary dynamicsevolutionary game theory
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- Wealth and price distribution by diffusive approximation in a repeated prediction market
- Evolution and market behavior with endogenous investment rules
- Far from the madding crowd: collective wisdom in prediction markets
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