Information Percolation: Some General Cases with an Application to Econophysics

Details Information Percolation: Some General Cases with an Application to Econophysics Information Percolation: Some General Cases with an Application to Econophysics

2012-02-23

arxiv.org/abs/1202.5251v1

Economy

Quantitative Finance

Computational Finance

13 pages, 1 figure

Scientific paper

We describe, at the microscopic level, the dynamics of N interacting components where the probability is very small when N is large that a given component interact more than once, directly or indirectly, up to time t, with any other component. Due to this fact, we can consider, at the macroscopic level, the quadratic system of differential equations associated with the interaction and establish an explicit formula for the solution of this system. We moreover apply our results to some models of Econophysics.

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