文章基本信息

标题：Some new results on information percolation
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作者：Alain Bélanger ; Gaston Giroux
期刊名称：Stochastic Systems
印刷版ISSN：1946-5238
出版年度：2013
卷号：3
期号：1
页码：1-10
出版社：Institute for Operations Research and the Management Sciences (INFORMS), Applied Probability Society
摘要：We study the dynamics of a large number, N, of investors whichhave meetings by groups of m. We obtain an explicit formula for thesolution of the associated non-linear system of di.erential equations.This formula is tractable and it enables us to show the asymptotic sta-bility of a large class of models. One of those models can be thoughtof as an interacting portfolio market