The long-run behavior of the stochastic replicator dynamics

Annals of Applied Probability

Volumn 15, Issue 1 B, 2005, Pages 1019-1045

  Imhof, Lorens A ^a  

^a RWTH AACHEN UNIVERSITY   (Germany)

Author keywords

Asymptotic stochastic stability; Evolutionarily stable strategy; Invariant measure; Lyapunov function; Nash equilibrium; Recurrence; Stochastic differential equation; War of attrition

Indexed keywords

EID: 14544297886     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/105051604000000837     Document Type: Article

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