英文标题：
《Wealth distribution in presence of debts. A Fokker--Planck description》
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作者：
Marco Torregrossa and Giuseppe Toscani
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最新提交年份：
2017
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英文摘要：
We consider here a Fokker--Planck equation with variable coefficient of diffusion which appears in the modeling of the wealth distribution in a multi-agent society. At difference with previous studies, to describe a society in which agents can have debts, we allow the wealth variable to be negative. It is shown that, even starting with debts, if the initial mean wealth is assumed positive, the solution of the Fokker--Planck equation is such that debts are absorbed in time, and a unique equilibrium density located in the positive part of the real axis will be reached.
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中文摘要：
我们在这里考虑一个具有可变扩散系数的福克-普朗克方程，它出现在多主体社会财富分配的建模中。与之前的研究不同，为了描述一个代理人可能负债的社会，我们允许财富变量为负。结果表明，即使从债务开始，如果假设初始平均财富为正，福克-普朗克方程的解也会使债务在时间上被吸收，并且会达到位于实轴正部分的唯一平衡密度。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Mathematical Finance 数学金融学
分类描述：Mathematical and analytical methods of finance, including stochastic, probabilistic and functional analysis, algebraic, geometric and other methods
金融的数学和分析方法，包括随机、概率和泛函分析、代数、几何和其他方法
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一级分类：Physics 物理学
二级分类：Statistical Mechanics 统计力学
分类描述：Phase transitions, thermodynamics, field theory, non-equilibrium phenomena, renormalization group and scaling, integrable models, turbulence
相变，热力学，场论，非平衡现象，重整化群和标度，可积模型，湍流
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