Emergent dynamics of the first‐order stochastic Cucker‐Smale model and application to finance

DOI10.1002/mma.5697zbMath1431.91447OpenAlexW2956534369WikidataQ127483714 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

zbMATH Keywords

aggregationgeometric Brownian motioncollective dynamicsstochastic returnCucker-Smale flocking

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Actuarial science and mathematical finance (91G99)

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