scholarly journals Laplace asymptotics for generalized K.P.P. equation

1997 ◽  
Vol 1 ◽  
pp. 225-258
Author(s):  
Jean-Philippe Rouquès
Keyword(s):  
Laplace Asymptotics

scholarly journals On the effect of heterogeneity on flocking behavior and systemic risk

2017 ◽  
Vol 34 (3-4) ◽  
Author(s):  
Fei Fang ◽  
Yiwei Sun ◽  
Konstantinos Spiliopoulos
Keyword(s):  
Asymptotic Formula ◽  
Case Studies ◽  
Systemic Risk ◽  
Mean Field ◽  
Loss Probability ◽  
Loss Distribution ◽  
Interacting Diffusions ◽  
The Mean ◽  
Laplace Asymptotics ◽  
Flocking Behavior

AbstractThe goal of this paper is to study organized flocking behavior and systemic risk in heterogeneous mean-field interacting diffusions. We illustrate in a number of case studies the effect of heterogeneity in the behavior of systemic risk in the system, i.e., the risk that several agents default simultaneously as a result of interconnections. We also investigate the effect of heterogeneity on the “flocking behavior” of different agents, i.e., when agents with different dynamics end up following very similar paths and follow closely the mean behavior of the system. Using Laplace asymptotics, we derive an asymptotic formula for the tail of the loss distribution as the number of agents grows to infinity. This characterizes the tail of the loss distribution and the effect of the heterogeneity of the network on the tail loss probability.

Sharp Laplace Asymptotics For a Parabolic SPDE

2000 ◽  
Vol 69 (1-2) ◽  
pp. 11-30 ◽  
Author(s):  
Carles Rovira ◽  
Samy Tindel
Keyword(s):  
Laplace Asymptotics

Laplace asymptotics for reaction-diffusion equations

1993 ◽  
Vol 97 (1-2) ◽  
pp. 259-285 ◽  
Author(s):  
G�rard Ben Arous ◽  
Alain Rouault
Keyword(s):  
Reaction Diffusion ◽  
Reaction Diffusion Equations ◽  
Diffusion Equations ◽  
Laplace Asymptotics

Sharp Laplace Asymptotics for a Hyperbolic SPDE

2001 ◽  
pp. 225-244
Author(s):  
C. Rovira ◽  
S. Tindel
Keyword(s):  
Laplace Asymptotics
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