scholarly journals Moment Equations in Modeling a Stable Foreign Currency Exchange Market in Conditions of Uncertainty

2013 ◽  
Vol 2013 ◽  
pp. 1-11 ◽  
Author(s):  
Josef Diblík ◽  
Irada Dzhalladova ◽  
Mária Michalková ◽  
Miroslava Růžičková

The paper develops a mathematical model of foreign currency exchange market in the form of a stochastic linear differential equation with coefficients depending on a semi-Markov process. The boundaries of the domain of its instability is determined by using moment equations.

Symmetry ◽  
2019 ◽  
Vol 11 (11) ◽  
pp. 1338 ◽  
Author(s):  
Josef Diblík ◽  
Irada Dzhalladova ◽  
Miroslava Růžičková

In many cases, it is difficult to find a solution to a system of difference equations with random structure in a closed form. Thus, a random process, which is the solution to such a system, can be described in another way, for example, by its moments. In this paper, we consider systems of linear difference equations whose coefficients depend on a random Markov or semi-Markov chain with jumps. The moment equations are derived for such a system when the random structure is determined by a Markov chain with jumps. As an example, three processes: Threats to security in cyberspace, radiocarbon dating, and stability of the foreign currency exchange market are modelled by systems of difference equations with random parameters that depend on a semi-Markov or Markov process. The moment equations are used to obtain the conditions under which the processes are stable.


Author(s):  
S. Ya. Zhukovich

A mathematical model of distance learning based on control theory in the form of an inhomogeneous linear differential equation is proposed. On the basis of the coefficients of assimilation and forgetting, determined with the help of special tests, it is possible to predict, in some approximation, the level of current knowledge of both the individual trainee and the group or stream of students.


2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Kusano Takaŝi ◽  
Jelena V. Manojlović

AbstractWe study the asymptotic behavior of eventually positive solutions of the second-order half-linear differential equation(p(t)\lvert x^{\prime}\rvert^{\alpha}\operatorname{sgn}x^{\prime})^{\prime}+q(% t)\lvert x\rvert^{\alpha}\operatorname{sgn}x=0,where q is a continuous function which may take both positive and negative values in any neighborhood of infinity and p is a positive continuous function satisfying one of the conditions\int_{a}^{\infty}\frac{ds}{p(s)^{1/\alpha}}=\infty\quad\text{or}\quad\int_{a}^% {\infty}\frac{ds}{p(s)^{1/\alpha}}<\infty.The asymptotic formulas for generalized regularly varying solutions are established using the Karamata theory of regular variation.


1980 ◽  
Vol 25 (92) ◽  
pp. 229-246 ◽  
Author(s):  
L. W. Morland ◽  
I. R. Johnson

AbstractSteady plane flow under gravity of a symmetric ice sheet resting on a horizontal rigid bed, subject to surface accumulation and ablation, basal drainage, and basal sliding according to a shear-traction-velocity power law, is treated. The surface accumulation is taken to depend on height, and the drainage and sliding coefficient also depend on the height of overlying ice. The ice is described as a general non-linearly viscous incompressible fluid, with illustrations presented for Glen’s power law, the polynomial law of Colbeck and Evans, and a Newtonian fluid. Uniform temperature is assumed so that effects of a realistic temperature distribution on the ice response are not taken into account. In dimensionless variables a small paramter ν occurs, but the ν = 0 solution corresponds to an unbounded sheet of uniform depth. To obtain a bounded sheet, a horizontal coordinate scaling by a small factor ε(ν) is required, so that the aspect ratio ε of a steady ice sheet is determined by the ice properties, accumulation magnitude, and the magnitude of the central thickness. A perturbation expansion in ε gives simple leading-order terms for the stress and velocity components, and generates a first order non-linear differential equation for the free-surface slope, which is then integrated to determine the profile. The non-linear differential equation can be solved explicitly for a linear sliding law in the Newtonian case. For the general law it is shown that the leading-order approximation is valid both at the margin and in the central zone provided that the power and coefficient in the sliding law satisfy certain restrictions.


1986 ◽  
Vol 102 (3-4) ◽  
pp. 253-257 ◽  
Author(s):  
B. J. Harris

SynopsisIn an earlier paper [6] we showed that if q ϵ CN[0, ε) for some ε > 0, then the Titchmarsh–Weyl m(λ) function associated with the second order linear differential equationhas the asymptotic expansionas |A| →∞ in a sector of the form 0 < δ < arg λ < π – δ.We show that if the real valued function q admits the expansionin a neighbourhood of 0, then


2009 ◽  
Vol 4 (1) ◽  
pp. 55-72 ◽  
Author(s):  
Jarosław Kwapień ◽  
Sylwia Gworek ◽  
Stanisław Drożdż ◽  
Andrzej Górski

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