Geodesic
Mean stability of a stochastic difference equation
Viorica Mariela Ungureanu1 ; Sui Sun Cheng2
1 Department of Mathematics “Constantin Brancusi” University Bulevardul Republicii, nr. 1, jud. Gorj Targu Jiu, Romania
2 Department of Mathematics Tsing Hua University Hsinchu, Taiwan 30043, R.O. China
Annales Polonici Mathematici, Tome 93 (2008) no. 1, pp. 33-52.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

A simple personal saving model with interest rate based on random fluctuation of national growth rate is considered. We establish connections between the mean stochastic stability of our model and the deterministic stability of related partial difference equations. Then the asymptotic behavior of our stochastic model is studied. Although the model is simple, the techniques for obtaining its properties are not, and we make use of the theory of abstract Banach algebras and weighted spaces. It is hoped that our study will lead to more realistic random models.
DOI : 10.4064/ap93-1-3
Keywords: simple personal saving model interest rate based random fluctuation national growth rate considered establish connections between mean stochastic stability model deterministic stability related partial difference equations asymptotic behavior stochastic model studied although model simple techniques obtaining its properties make theory abstract banach algebras weighted spaces hoped study lead realistic random models

Viorica Mariela Ungureanu 1 ; Sui Sun Cheng 2

1 Department of Mathematics “Constantin Brancusi” University Bulevardul Republicii, nr. 1, jud. Gorj Targu Jiu, Romania
2 Department of Mathematics Tsing Hua University Hsinchu, Taiwan 30043, R.O. China 
@article{10_4064_ap93_1_3,
     author = {Viorica Mariela Ungureanu and Sui Sun Cheng},
     title = {Mean stability of a stochastic difference equation},
     journal = {Annales Polonici Mathematici},
     pages = {33--52},
     publisher = {mathdoc},
     volume = {93},
     number = {1},
     year = {2008},
     doi = {10.4064/ap93-1-3},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/ap93-1-3/}
}
TY  - JOUR
AU  - Viorica Mariela Ungureanu
AU  - Sui Sun Cheng
TI  - Mean stability of a stochastic difference equation
JO  - Annales Polonici Mathematici
PY  - 2008
SP  - 33
EP  - 52
VL  - 93
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4064/ap93-1-3/
DO  - 10.4064/ap93-1-3
LA  - en
ID  - 10_4064_ap93_1_3
ER  - 
%0 Journal Article
%A Viorica Mariela Ungureanu
%A Sui Sun Cheng
%T Mean stability of a stochastic difference equation
%J Annales Polonici Mathematici
%D 2008
%P 33-52
%V 93
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.4064/ap93-1-3/
%R 10.4064/ap93-1-3
%G en
%F 10_4064_ap93_1_3
Viorica Mariela Ungureanu; Sui Sun Cheng. Mean stability of a stochastic difference equation. Annales Polonici Mathematici, Tome 93 (2008) no. 1, pp. 33-52. doi : 10.4064/ap93-1-3. http://geodesic.mathdoc.fr/articles/10.4064/ap93-1-3/

Cité par Sources :