A statistical mechanic view of macro-dynamics in economics

DOI10.1007/s10614-008-9128-4zbMath1142.91710OpenAlexW2027093053MaRDI QIDQ943955

Mariacristina Uberti, Simone Landini

Publication date: 12 September 2008

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-008-9128-4

zbMATH Keywords

Fokker-Planck equationInteractionStatistical mechanicsHeterogeneityKramers-Moyal expansionAgent-based-modelsMaster equationMean field theory

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (1)

The financial instability hypothesis: a stochastic microfoundation framework

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