Stabilization of company's income modeled by a system of discrete stochastic equations

被引：2

作者：

Diblik, Josef ^{[1
]}

Dzhalladova, Irada ^{[2
]}

Ruzickova, Miroslava ^{[3
]}

机构：

[1] Brno Univ Technol, CS-61090 Brno, Czech Republic

[2] Kiev Natl Econ Vadym Hetman Univ, Kiev, Ukraine

[3] Univ Zilina, Zilina, Slovakia

来源：

ADVANCES IN DIFFERENCE EQUATIONS | 2014年

关键词：

Markov Chain; Difference Equation; Probability Space; Moment Equation; Stochastic Dynamic System;

D O I：

10.1186/1687-1847-2014-289

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The paper deals with a system of difference equations where the coefficients depend on Markov chains. The functional equations for a particular density and the moment equations for the system are derived and used in the investigation of mode stability of company's income. An application of the results is illustrated by two models.

引用

页数：8

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