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

Published 2013 View Full Article

Authors

Keywords

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

Journal

JOURNAL OF STATISTICAL PHYSICS

Volume 154, Issue 3, Pages 751-780

Publisher

Springer Nature

Online

2013-11-20

DOI

10.1007/s10955-013-0888-4

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