𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Steady State Price Distributions in a Noisy Search Equilibrium

✍ Scribed by Kenneth Burdett; Melvyn G. Coles


Book ID
112257619
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
659 KB
Volume
72
Category
Article
ISSN
0022-0531

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Nonequilibrium steady-state distribution
✍ Alexander A. Dubkov; Pavel N. Makhov; Bernardo Spagnolo πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 118 KB

We derive the stationary probability density for nonlinear dynamical system driven by white Gaussian noise and Markovian dichotomous noise. General results are applied to analysis of Brownian motion in two switching piece-wise linear potential proΓΏles, namely in a rectangular potential well and in a