Abstract
We study the dynamics of a large number, $N$, of investors which have meetings by groups of $m$. We obtain an explicit formula for the solution of the associated non-linear system of differential equations. This formula is tractable and it enables us to show the asymptotic stability of a large class of models. One of those models can be thought of as an interacting portfolio market.
Citation
Alain Bélanger. Gaston Giroux. "Some new results on information percolation." Stoch. Syst. 3 (1) 1 - 10, 2013. https://doi.org/10.1214/12-SSY066
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