Publication detail
Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty
DIBLÍK, J. DZHALLADOVA, I. MICHALKOVÁ, M. RŮŽIČKOVÁ, M.
Original Title
Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty
Type
journal article - other
Language
English
Original Abstract
The paper develops a mathematical model of foreign currency exchange market in the form of a stochastic linear differential equation with coefficients depending on a semi-Markov process. The boundaries of the domain of its instability is determined.
Keywords
stochastic systems; Markov process; moment equations; solvability; stability
Authors
DIBLÍK, J.; DZHALLADOVA, I.; MICHALKOVÁ, M.; RŮŽIČKOVÁ, M.
RIV year
2013
Released
13. 6. 2013
ISBN
1085-3375
Periodical
Abstract and Applied Analysis
Year of study
2013
Number
1
State
United States of America
Pages from
1
Pages to
12
Pages count
12
BibTex
@article{BUT103931,
author="Josef {Diblík} and Irada {Dzhalladova} and Mária {Michalková} and Miroslava {Růžičková}",
title="Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty",
journal="Abstract and Applied Analysis",
year="2013",
volume="2013",
number="1",
pages="1--12",
issn="1085-3375"
}