Unimodal maps perturbed by heteroscedastic noise: an application to financial systems
DOI10.1007/s10955-023-03160-0zbMath1527.91176arXiv2305.13475OpenAlexW4387341693MaRDI QIDQ6062722
Sandro Vaienti, Stefano Marmi, Anton V. Solomko, Fabrizio Lillo, Giulia Livieri
Publication date: 6 November 2023
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2305.13475
Central limit and other weak theorems (60F05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Large deviations (60F10) Financial networks (including contagion, systemic risk, regulation) (91G45)
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