Moment Equations in Modeling a Stable Foreign Currency Exchange Market in Conditions of Uncertainty
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 by using moment equations.
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
|
| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2013/172847 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1832564714982342656 |
|---|---|
| author | Josef Diblík Irada Dzhalladova Mária Michalková Miroslava Růžičková |
| author_facet | Josef Diblík Irada Dzhalladova Mária Michalková Miroslava Růžičková |
| author_sort | Josef Diblík |
| collection | DOAJ |
| description | 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 by using moment equations. |
| format | Article |
| id | doaj-art-dd02bb320d6749e0842a1f690c736168 |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-dd02bb320d6749e0842a1f690c7361682025-02-03T01:10:31ZengWileyAbstract and Applied Analysis1085-33751687-04092013-01-01201310.1155/2013/172847172847Moment Equations in Modeling a Stable Foreign Currency Exchange Market in Conditions of UncertaintyJosef Diblík0Irada Dzhalladova1Mária Michalková2Miroslava Růžičková3Department of Mathematics, Brno University of Technology, Brno 602 00, Czech RepublicKyiv National Economic Vadym Hetman University, Kyiv 03680, UkraineThe University of Žilina, Žilina 010 26, SlovakiaThe University of Žilina, Žilina 010 26, SlovakiaThe 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 by using moment equations.http://dx.doi.org/10.1155/2013/172847 |
| spellingShingle | Josef Diblík Irada Dzhalladova Mária Michalková Miroslava Růžičková Moment Equations in Modeling a Stable Foreign Currency Exchange Market in Conditions of Uncertainty Abstract and Applied Analysis |
| title | Moment Equations in Modeling a Stable Foreign Currency Exchange Market in Conditions of Uncertainty |
| title_full | Moment Equations in Modeling a Stable Foreign Currency Exchange Market in Conditions of Uncertainty |
| title_fullStr | Moment Equations in Modeling a Stable Foreign Currency Exchange Market in Conditions of Uncertainty |
| title_full_unstemmed | Moment Equations in Modeling a Stable Foreign Currency Exchange Market in Conditions of Uncertainty |
| title_short | Moment Equations in Modeling a Stable Foreign Currency Exchange Market in Conditions of Uncertainty |
| title_sort | moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty |
| url | http://dx.doi.org/10.1155/2013/172847 |
| work_keys_str_mv | AT josefdiblik momentequationsinmodelingastableforeigncurrencyexchangemarketinconditionsofuncertainty AT iradadzhalladova momentequationsinmodelingastableforeigncurrencyexchangemarketinconditionsofuncertainty AT mariamichalkova momentequationsinmodelingastableforeigncurrencyexchangemarketinconditionsofuncertainty AT miroslavaruzickova momentequationsinmodelingastableforeigncurrencyexchangemarketinconditionsofuncertainty |