Research on nonlinear stochastic dynamical price model
From MaRDI portal
Publication:944865
DOI10.1016/j.chaos.2006.10.036zbMath1142.91462MaRDI QIDQ944865
Jiaorui Li, Wei Xu, Zhengzheng Ren, Wenxian Xie
Publication date: 10 September 2008
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2006.10.036
91B24: Microeconomic theory (price theory and economic markets)
60H30: Applications of stochastic analysis (to PDEs, etc.)
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Cites Work
- Stochastic averaging: An approximate method of solving random vibration problems
- A new path integration procedure based on Gauss-Legendre scheme
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