Limit theorems for individual-based models in economics and finance

Stochastic Processes and their Applications

Volumn 119, Issue 8, 2009, Pages 2401-2435

  Remenik, Daniel ^a  

^a Department of Obstetrics Gynecology   (United States)

Author keywords

Central limit theorem; Economics; Finance; Fluctuation process; Individual based model; Interacting particle system; Law of large numbers; Measure valued process

Indexed keywords

CENTRAL LIMIT THEOREM; FLUCTUATION PROCESS; INDIVIDUAL-BASED MODEL; INTERACTING PARTICLE SYSTEM; LAW OF LARGE NUMBERS; MEASURE-VALUED PROCESS;

DIFFERENTIAL EQUATIONS; ECOLOGY; FINANCE; HILBERT SPACES; PHYSICS;

THEOREM PROVING;

EID: 67249121364     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2008.12.001     Document Type: Article

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