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NUMBER  
AUTHOR Kim, Doheon
TITLE Collective aggregation of a linearly coupled stochastic Cucker-Smale ensemble on asymmetric networks
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JOURNAL MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2021
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.
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