Research on nonlinear stochastic dynamical price model

DOI10.1016/j.chaos.2006.10.036zbMath1142.91462OpenAlexW2049275952MaRDI 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

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (1)

Some estimates for commutators of Hausdorff operators

Cites Work

• Stochastic averaging: An approximate method of solving random vibration problems
• A new path integration procedure based on Gauss-Legendre scheme
• Stationary and non-stationary random vibration of oscillators with bilinear hysteresis
• First-passage time of Duffing oscillator under combined harmonic and white-noise excitations
• A business cycle model with cubic nonlinearity
• Stochastic averaging of quasi-Hamiltonian systems
• Stochastic stability and bifurcation in a macroeconomic model
• Stochastic stabilization of first-passage failure of Rayleigh oscillator under Gaussian white-noise parametric excitations
• First-Passage Failure of Quasi-Integrable Hamiltonian Systems
• Stochastic Averaging of Quasi-Integrable Hamiltonian Systems

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