activity
20002009
most citedDoves and hawks in economics revisited. An evolutionary quantum game theory-based analysis of financial crises

41 citations · 47 across the 6 of their papers we have counts for

collaborators

6 papers

q-fin.GN2009★ 41 cited

Doves and hawks in economics revisited. An evolutionary quantum game theory-based analysis of financial crises

Matthias Hanauske, Jennifer Kunz, Steffen Bernius +1

The last financial and economic crisis demonstrated the dysfunctional long-term effects of aggressive behaviour in financial markets. Yet, evolutionary game theory predicts that un…

math.PR2007★ 1 cited

Moments and distribution of the local times of a transient random walk on

Mathias Becker, Wolfgang Konig

Consider an arbitrary transient random walk on with . Pick and let be the spatial sum of the -th power of the -step local times of th…

math.PR2006

Large deviations for many Brownian bridges with symmetrised initial-terminal condition

Stefan Adams, Wolfgang König

Consider a large system of Brownian motions in with some non-degenerate initial measure on some fixed time interval with symmetrised initial-terminal con…

math.PR2002

Large deviations for the one-dimensional Edwards model

R. van der Hofstad, F. den Hollander, W. Koenig

In this paper we prove a large deviation principle for the empirical drift of a one-dimensional Brownian motion with self-repellence called the Edwards model. Our results extend ea…

math.PR2002

Weak-interaction limits for one-dimensional random polymers

R. van der Hofstad, F. den Hollander, W. Koenig

In this paper we present a new and flexible method to show that, in one dimension, various self-repellent random walks converge to self-repellent Brownian motion in the limit of we…

math-ph2000★ 5 cited

Screening effect due to heavy lower tails in one-dimensional parabolic Anderson model

Marek Biskup, Wolfgang Koenig

We consider the large-time behavior of the solution to the parabolic Anderson problem with initial data $u(0,\cdot)=…