activity
20172023
most citedA kinetic description for the herding behavior in financial market

21 citations · 47 across the 25 of their papers we have counts for

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Showing 2017Show all

7 papers · 1 filter

q-fin.CP20171 cited

A particle model for the herding phenomena induced by dynamic market signals

Hyeong-Ohk Bae, Seung-yeon Cho, Sang-hyeok Lee +1

In this paper, we study the herding phenomena in financial markets arising from the combined effect of (1) non-coordinated collective interactions between the market players and (2…

math.AP20171 cited

Ellipsoidal BGK model for polyatomic molecules near Maxwellians: A dichotomy in the dissipation estimate

Seok-Bae Yun

We consider the global existence and asymptotic behavior of classical solutions to the ellipsoidal BGK model for polyatomic molecules when the initial data starts sufficiently clos…

math.AP2017

On a Positive decomposition of entropy production functional for the polyatomic BGK model

Sa Jun Park, Seok-Bae Yun

In this paper, we show that the entropy production functional for the polyatomic ellipsoidal BGK model can be decomposed into two non-negative parts. Two applications of this prope…

math.AP2017

Entropy production estimates for the polyatomic ellipsoidal BGK model

Sa Jun Park, Seok-Bae Yun

We study the entropy production estimate for the polyatomic ellipsoidal BGK model, which is a relaxation type kinetic model describing the time evolution of polyatomic particle sys…

math.AP20171 cited

Cauchy problem for the ellipsoidal BGK model for polyatomic particles

Sa Jun Park, Seok-Bae Yun

We establish the existence and uniqueness of mild solutions for the polyatomic ellipsoidal BGK model, which is a relaxation type kinetic model describing the evolution of polyatomi…

math.AP2017

Stationary solutions for the ellipsoidal BGK model in a slab

Jeaheang Bang, Seok-Bae Yun

We address the boundary value problem for the ellipsoidal BGK model of the Boltzmann equation posed in a bounded interval. The existence of a unique mild solution is established un…