Stochastic three-state model with delay

DOI10.1016/S0010-4655(02)00357-0MaRDI QIDQ696696zbMATH OpenFDO

Authors Naoya Sazuka, T. Ohira

Publication date 12 September 2002

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0010-4655(02)00357-0

zbMATH Keywords

delaynoiserhythmic behavioursstochastic resonanceyen-dollar currency exchange dynamics

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic functional-differential equations (34K50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Special processes (60K99) Auctions, bargaining, bidding and selling, and other market models (91B26) Stochastic models in economics (91B70)

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Cites work

• Oscillation and chaos in physiological control systems

Cited in

(2)

• A dynamical structure of high frequency currency exchange market
• On the stochastic and dependence properties of the three-state systems

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