期刊论文详细信息
Stochastic Systems | |
Some new results on information percolation | |
关键词: Large interacting sets; market equilibrium; Ordinary Differential Equations; continuous-time Markov chains; | |
DOI : | |
来源: DOAJ |
【 摘 要 】
We study the dynamics of a large number, N, of investorswhich have meetings by groups of m. We obtain an explicit formulafor the solution of the associated non-linear system of differentialequations. This formula is tractable and it enables us to show theasymptotic stability of a large class of models. One of those models can be thought of as an interacting portfolio market.
【 授权许可】
Unknown