On a Diffusion Approximation of a Prediction Game

DOI10.1137/S0040585X97T991659WikidataQ128297470 ScholiaQ128297470MaRDI QIDQ6153528

Mikhail Zhitlukhin

Publication date: 14 February 2024

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationdiffusion approximationevolutionary game theoryevolutionary dynamics

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Evolutionary games (91A22)

Cites Work

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• MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
• Far from the madding crowd: collective wisdom in prediction markets

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