Mizuno, Takayuki; Takayasu, Misako; Takayasu, Hideki - In: Physica A: Statistical Mechanics and its Applications 332 (2004) C, pp. 403-411
We introduce a mean-field-type approximation for description of company's income statistics. Utilizing huge company data we show that a discrete version of Langevin equation with additive and multiplicative noises can appropriately describe the time evolution of a company's income fluctuation in...