Back to Search
Start Over
Collective aggregation of a linearly coupled stochastic Cucker–Smale ensemble on asymmetric networks.
- Source :
- Mathematical Methods in the Applied Sciences; 1/30/2021, Vol. 44 Issue 2, p1542-1569, 28p
- Publication Year :
- 2021
-
Abstract
- We study the stochastic aggregation of linearly coupled Cucker–Smale (CS) particles on several asymmetric networks. Our proposed first‐order stochastic CS model was motivated as a stochastic dynamics modeling on the rates of multiasset return. In this study, we consider three asymmetric networks and study sufficient conditions toward stochastic aggregation for each proposed network. We also provide several numerical and empirical examples and compare them with theoretical results. In financial applications, we regard particles or agents as analysts and study their herding behavior based on our proposed model. [ABSTRACT FROM AUTHOR]
- Subjects :
- STOCHASTIC orders
STOCHASTIC models
RATE of return
MOTIVATION (Psychology)
COUPLES
Subjects
Details
- Language :
- English
- ISSN :
- 01704214
- Volume :
- 44
- Issue :
- 2
- Database :
- Complementary Index
- Journal :
- Mathematical Methods in the Applied Sciences
- Publication Type :
- Academic Journal
- Accession number :
- 147461573
- Full Text :
- https://doi.org/10.1002/mma.6856