The stochastic monetary model with delay

被引：0
|
作者：
Mircea, G. [1 ]
Pirtea, M. [2 ]
Neamtu, M. [1 ]
Opris, D. [3 ]
机构：
[1] West Univ Timisoara, Dept Econ Informat & Stat, Pestalozzi Street, nr. 16A, Timisoara 300115, Romania
[2] West Univ Timisoara, Dept Finance, Timisoara 300115, Romania
[3] West Univ Timisoara, Dept Appl Math, Timisoara 300115, Romania
来源：
APPLIED ECONOMICS, BUSINESS AND DEVELOPMENT | 2010年
关键词：
Monetary system; deterministic model with delay; stochastic delay system;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
This paper addresses an autonomous stochastic system with delay which describes a monetary system involving interest rate, investment demand and price index. We analyze the deterministic model and the stochastic model with perturbation. For the stochastic system with delay we identify the differential equations for the mean values as well as for the mean square value. The last part of the paper includes numerical simulations and conclusions.
引用
收藏
页码：41 / +
页数：2
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