Geodesic
Mathematical models of ponzi schemes that consider the stochastic nature of decision-making
Journal of the Belarusian State University. Mathematics and Informatics, Tome 2 (2024), pp. 27-39

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In this paper, we further develop well-known approaches to modelling the functioning of Ponzi schemes and generalise them using stochastic differential equations in the Ito form. The applied models take into account the dependence of the scheme’s existence time on the accrued interest rate and the growth of the number of clients, as well as different variants of the advertising campaign. The obtained formulas and results of the corresponding experiments are given.
Keywords: mathematical modelling; financial pyramid; Ponzi scheme; stochastic differential equations; Ito processes; numerical Runge – Kutta scheme 
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     title = {Mathematical models of ponzi schemes that consider the stochastic nature of decision-making},
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A. V. Kovalenko; M. H. Urtenov; A. V. Ovsyannikova; G. A. Kesiyan; Z. M. Laipanova. Mathematical models of ponzi schemes that consider the stochastic nature of decision-making. Journal of the Belarusian State University. Mathematics and Informatics, Tome 2 (2024), pp. 27-39. http://geodesic.mathdoc.fr/item/BGUMI_2024_2_a2/