Pages that link to "Item:Q1000768"
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The following pages link to A bifurcation theory for a class of discrete time Markovian stochastic systems (Q1000768):
Displaying 9 items.
- Excess covariance and dynamic instability in a multi-asset model (Q310954) (← links)
- The stochastic stability and bifurcation behavior of an internet congestion control model (Q409834) (← links)
- Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends (Q622243) (← links)
- An analysis of the effect of noise in a heterogeneous agent financial market model (Q622244) (← links)
- Phenomenological and ratio bifurcations of a class of discrete time stochastic processes (Q652421) (← links)
- Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems (Q907595) (← links)
- On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations (Q1655508) (← links)
- Bifurcations of Optimal Vector Fields (Q5245014) (← links)
- Bifurcation criterion of faults in complex nonlinear systems (Q5964681) (← links)
