Stabilization of company’s income modeled by a system of discrete stochastic equations
Анотація
Abstract The paper deals with a system of difference equations where the coefficients depend on Markov chains. The functional equations for a particular density and the moment equations for the system are derived and used in the investigation of mode stability of company’s income. An application of the results is illustrated by two models.
Класифікація
Ідентифікатори
Рецензії (0)
Написати рецензіюРецензій ще немає. Будьте першим!
Схожі роботи
Model of Stabilizing of the Interest Rate on Deposits Banking System Using by Moment Equations
Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis · Economic theories and models
Extended weak convergence and utility maximisation with proportional transaction costs
Схоже за: Stochastic processes and financial applications · Economic theories and models
To parametric decision problems with money income
Схоже за: Stochastic processes and financial applications · Economic theories and models
The Method of Choosing Parameters for Margin Trading Protocols in the Constant Product Model
Схоже за: Stochastic processes and financial applications · Economic theories and models
Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients
Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis
Fractionally integrated Bessel process
Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis