Abstract
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.
Citation
Josef Diblík. Irada Dzhalladova. Mária Michalková. Miroslava Růžičková. "Moment Equations in Modeling a Stable Foreign Currency Exchange Market in Conditions of Uncertainty." Abstr. Appl. Anal. 2013 (SI28) 1 - 11, 2013. https://doi.org/10.1155/2013/172847
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