Uncovering a Two-Phase Dynamics from a Dollar Exchange Model with Bank and Debt
From MaRDI portal
Publication:6073294
DOI10.1137/22m1518621zbMath1524.91063arXiv2208.11003MaRDI QIDQ6073294
Publication date: 17 October 2023
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2208.11003
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Macroeconomic theory (monetary models, models of taxation) (91B64) Fokker-Planck equations (35Q84)
Cites Work
- Unnamed Item
- Unnamed Item
- Quantitative propagation of chaos for generalized Kac particle systems
- Rigorous results for the distribution of money on connected graphs
- Towards a mathematical theory of complex socio-economical systems by functional subsystems representation
- Mesoscopic modelling of financial markets
- Rate of relaxation for a mean-field zero-range process
- From short-range repulsion to Hele-Shaw problem in a model of tumor growth
- Wealth distribution in presence of debts: a Fokker-Planck description
- Stochastic calculus for finance. II: Continuous-time models.
- \(K\)-averaging agent-based model: propagation of chaos and convergence to equilibrium
- Continuum and thermodynamic limits for a simple random-exchange model
- Cutoff for the mean-field zero-range process
- Rigorous results for the distribution of money on connected graphs (models with debts)
- On mean-field limits and quantitative estimates with a large class of singular kernels: application to the Patlak-Keller-Segel model
- Rigorous proof of the Boltzmann-Gibbs distribution of money on connected graphs
- On steady distributions of kinetic models of conservative economies
- KINETIC LIMITS FOR PAIR-INTERACTION DRIVEN MASTER EQUATIONS AND BIOLOGICAL SWARM MODELS
- Non-Maxwellian kinetic equations modeling the dynamics of wealth distribution
- Derivation of wealth distributions from biased exchange of money
- Entropy dissipation and propagation of chaos for the uniform reshuffling model
- Kinetic models of immediate exchange
This page was built for publication: Uncovering a Two-Phase Dynamics from a Dollar Exchange Model with Bank and Debt
