UNCERTAIN AND STOCHASTIC FINANCIAL MODELS WITH MULTIPLE DELAYS

DOI10.1142/S0218127412501313zbMath1270.34190OpenAlexW2091122977MaRDI QIDQ2843566

Olivia Bundău, Mihaela Neamţu, Gabriela Mircea, Dumitru Opris

Publication date: 23 August 2013

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218127412501313

zbMATH Keywords

normal formstochastic systembifurcation theoryfinancial systemuncertain model with delay

Mathematics Subject Classification ID

Transformation and reduction of functional-differential equations and systems, normal forms (34K17) Interest rates, asset pricing, etc. (stochastic models) (91G30) Stochastic functional-differential equations (34K50) Qualitative investigation and simulation of models involving functional-differential equations (34K60) Bifurcation theory of functional-differential equations (34K18)

Related Items (10)

New aspects of the adaptive synchronization and hyperchaos suppression of a financial model ⋮ Optimal control for uncertain random continuous-time systems ⋮ \(PD^\vartheta\) control strategy for a fractional-order chaotic financial model ⋮ Dynamical Analysis on a Finance System with Nonconstant Elasticity of Demand ⋮ Finite time stability of finance systems with or without market confidence using less control input ⋮ Finite-time stabilizing a fractional-order chaotic financial system with market confidence ⋮ Modeling, discretization, and hyperchaos detection of conformable derivative approach to a financial system with market confidence and ethics risk ⋮ 0-1 test for chaos in a fractional order financial system with investment incentive ⋮ DYNAMICS OF DETERMINISTIC AND STOCHASTIC EVOLUTIONARY GAMES WITH MULTIPLE DELAYS ⋮ Dynamic analysis and adaptive modified projective synchronization for systems with Atangana-Baleanu-Caputo derivative: a financial model with nonconstant demand elasticity

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