Evolution of the Distribution of Wealth in an Economic Environment Driven by Local Nash Equilibria

Journal of Statistical Physics

Volumn 154, Issue 3, 2014, Pages 751-780

  Degond, Pierre ^a,b,c   Liu, Jian Guo ^d   Ringhofer, Christian ^e  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

^b CNRS   (France)

^c IMPERIAL COLLEGE LONDON   (United Kingdom)

^d DUKE UNIVERSITY   (United States)

^e ARIZONA STATE UNIVERSITY   (United States)

Author keywords

Collision invariant; Fokker Planck equation; Geometric Brownian motion; Gibbs measure; Inverse Gamma distribution; Non quadratic trading interaction; Pareto tail

Indexed keywords

EID: 84893811357     PISSN: 00224715     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10955-013-0888-4     Document Type: Article

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