Detail publikačního výsledku

Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty

DIBLÍK, J.; DZHALLADOVA, I.; MICHALKOVÁ, M.; RŮŽIČKOVÁ, M.

Originální název

Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty

Anglický název

Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty

Druh

Článek recenzovaný mimo WoS a Scopus

Originální abstrakt

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.

Anglický abstrakt

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.

Klíčová slova

stochastic systems; Markov process; moment equations; solvability; stability

Klíčová slova v angličtině

stochastic systems; Markov process; moment equations; solvability; stability

Autoři

DIBLÍK, J.; DZHALLADOVA, I.; MICHALKOVÁ, M.; RŮŽIČKOVÁ, M.

Rok RIV

2014

Vydáno

13.06.2013

ISSN

1085-3375

Periodikum

Abstract and Applied Analysis

Svazek

2013

Číslo

1

Stát

Spojené státy americké

Strany od

1

Strany do

12

Strany počet

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"
}