Phenomenological and ratio bifurcations of a class of discrete time stochastic processes
From MaRDI portal
Publication:652421
DOI10.1016/j.indag.2011.09.007zbMath1243.37046OpenAlexW2134039101MaRDI QIDQ652421
C. G. H. Diks, Florian O. O. Wagener
Publication date: 14 December 2011
Published in: Indagationes Mathematicae. New Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.indag.2011.09.007
Related Items
On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations ⋮ Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems ⋮ A bifurcation theory for a class of discrete time Markovian stochastic systems
Cites Work
- Evolutionary stability of portfolio rules in incomplete markets
- Noise-induced transitions. Theory and applications in physics, chemistry, and biology
- Euler scheme and tempered distributions
- A bifurcation theory for a class of discrete time Markovian stochastic systems
- Attractors for random dynamical systems
- Transformation invariant stochastic catastrophe theory
- Evolutionary stable stock markets
- Stability of dynamical systems
- Unnamed Item
- Unnamed Item