The Kurzweil integral in financial market modeling
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Publication:2810146
DOI10.21136/MB.2016.18zbMath1389.34140OpenAlexW2403349239MaRDI QIDQ2810146
Pavel Krejči, Harbir Lamba, Dmitrii I. Rachinskii, Giselle Antunes Monteiro
Publication date: 31 May 2016
Published in: Mathematica Bohemica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.21136/mb.2016.18
Auctions, bargaining, bidding and selling, and other market models (91B26) Qualitative investigation and simulation of ordinary differential equation models (34C60) Denjoy and Perron integrals, other special integrals (26A39) Hysteresis for ordinary differential equations (34C55)
Related Items (6)
Unnamed Item ⋮ Continuity properties of Prandtl-Ishlinskii operators in the space of regulated functions ⋮ A continuum of path-dependent equilibrium solutions induced by sticky expectations. ⋮ On geometric conditions for reduction of the Moreau sweeping process to the Prandtl-Ishlinskii operator ⋮ Ninety-five years of Jaroslav Kurzweil ⋮ The global stability of a class of history-dependent macroeconomic models
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