A kinetic equation for economic value estimation with irrationality and herding
From MaRDI portal
Publication:728182
DOI10.3934/krm.2017010zbMath1352.35089arXiv1601.03244OpenAlexW2233852045MaRDI QIDQ728182
Ansgar Jüngel, Bertram Düring, Lara Trussardi
Publication date: 19 December 2016
Published in: Kinetic and Related Models (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.03244
Fokker-Planck equationexistence of solutionspublic informationherdingsociophysicsinhomogeneous Boltzmann equation
Degenerate parabolic equations (35K65) Financial applications of other theories (91G80) Boltzmann equations (35Q20) Fokker-Planck equations (35Q84)
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