Collective aggregation of a linearly coupled stochastic Cucker-Smale ensemble on asymmetric networks
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Bae, Hyeong-Ohk | - |
dc.contributor.author | Ha, Seung-Yeal | - |
dc.contributor.author | Kim, Doheon | - |
dc.contributor.author | Kim, Yongsik | - |
dc.contributor.author | Lim, Hyuncheul | - |
dc.contributor.author | Yoo, Jane | - |
dc.date.accessioned | 2023-08-16T07:42:26Z | - |
dc.date.available | 2023-08-16T07:42:26Z | - |
dc.date.issued | 2021-01 | - |
dc.identifier.issn | 0170-4214 | - |
dc.identifier.issn | 1099-1476 | - |
dc.identifier.uri | https://scholarworks.bwise.kr/erica/handle/2021.sw.erica/114121 | - |
dc.description.abstract | We study the stochastic aggregation of linearly coupled Cucker–Smale (CS) particles on several asymmetric networks. Our proposed first-order stochastic CS model was motivated as a stochastic dynamics modeling on the rates of multiasset return. In this study, we consider three asymmetric networks and study sufficient conditions toward stochastic aggregation for each proposed network. We also provide several numerical and empirical examples and compare them with theoretical results. In financial applications, we regard particles or agents as analysts and study their herding behavior based on our proposed model. © 2020 John Wiley & Sons, Ltd. | - |
dc.format.extent | 28 | - |
dc.language | 영어 | - |
dc.language.iso | ENG | - |
dc.publisher | John Wiley & Sons Inc. | - |
dc.title | Collective aggregation of a linearly coupled stochastic Cucker-Smale ensemble on asymmetric networks | - |
dc.type | Article | - |
dc.publisher.location | 미국 | - |
dc.identifier.doi | 10.1002/mma.6856 | - |
dc.identifier.scopusid | 2-s2.0-85090226185 | - |
dc.identifier.wosid | 000565702800001 | - |
dc.identifier.bibliographicCitation | Mathematical Methods in the Applied Sciences, v.44, no.2, pp 1542 - 1569 | - |
dc.citation.title | Mathematical Methods in the Applied Sciences | - |
dc.citation.volume | 44 | - |
dc.citation.number | 2 | - |
dc.citation.startPage | 1542 | - |
dc.citation.endPage | 1569 | - |
dc.type.docType | 정기학술지(Article(Perspective Article포함)) | - |
dc.description.isOpenAccess | N | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
dc.relation.journalResearchArea | Mathematics | - |
dc.relation.journalWebOfScienceCategory | Mathematics, Applied | - |
dc.subject.keywordPlus | HERDING BEHAVIOR | - |
dc.subject.keywordPlus | MODEL | - |
dc.subject.keywordPlus | FORECASTS | - |
dc.subject.keywordPlus | MECHANISM | - |
dc.subject.keywordPlus | FLOCKING | - |
dc.subject.keywordPlus | PARTICLE | - |
dc.subject.keywordAuthor | aggregation | - |
dc.subject.keywordAuthor | asymmetric networks | - |
dc.subject.keywordAuthor | consensus | - |
dc.subject.keywordAuthor | Cucker–Smale particles | - |
dc.identifier.url | https://onlinelibrary.wiley.com/doi/full/10.1002/mma.6856 | - |
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