Search Results - subject:"Difference equations"

Some characterizations of discrete distributions based on weak records

Danielak, Katarzyna; Dembińska, Anna - In: Statistical Papers 48 (2007) 3, pp. 479-489

Persistent link: https://www.econbiz.de/10008486775

Non-ergodic Behavior in a Financial Market with Interacting Investors

Horst, Ulrich; Wezelburger, Jan - Society for Economic Dynamics - SED - 2006

We identify possible long-run market shares and the long-run asset price dynamics of financial markets with heterogenous interacting agents. This involves stability conditions for a class of difference equation in a random environment, where the random environment is endogenously generated by...

Persistent link: https://www.econbiz.de/10005069285

Difference equations in condensed matter physics and their application to exciton systems in thin molecular films

Sajfert, Vjekoslav; Šetrajčić, Jovan; Popov, Dušan; … - In: Physica A: Statistical Mechanics and its Applications 353 (2005) C, pp. 217-234

method, consisting in translation of the difference equation with spatially variable parameter into the system of difference … equations with constant parameters, was applied to thin molecular film and the solution of this system, being Green's function …

Persistent link: https://www.econbiz.de/10011063422

Discrete Dynamical Systems

Galor, Oded - EconWPA - 2005

This manuscript analyzes the fundamental factors that govern the qualitative behavior of discrete dynamical systems. It introduces methods of analysis for stability analysis of discrete dynamical systems. The analysis focuses initially on the derivation of basic propositions about the factors...

Persistent link: https://www.econbiz.de/10005062750

Logical Pitfalls of Assuming Bounded Solutions to Expectational Difference Equations

Eagle, David; Murff, Elizabeth - EconWPA - 2005

The precedent for solving expectational difference equations has been to solve converging equations backwards and …

Persistent link: https://www.econbiz.de/10005125660

Construction of Lyapunov functionals for stochastic difference equations with continuous time

E. Shaikhet, Leonid - In: Mathematics and Computers in Simulation (MATCOM) 66 (2004) 6, pp. 509-521

equations with aftereffect and for stochastic difference equations with discrete time here is applied for stochastic difference … equations with continuous time. …

Persistent link: https://www.econbiz.de/10010749482

Introduction to Stability Analysis of Discrete Dynamical Systems

Galor, Oded - EconWPA - 2004

Persistent link: https://www.econbiz.de/10005561336

MODELLING VINTAGE STRUCTURES WITH DDEs: PRINCIPLES AND APPLICATIONS

Boucekkine, Raouf; Croix, David De La; Licandro, Omar - In: Mathematical Population Studies 11 (2004) 3-4, pp. 151-179

timing decisions. The mixture of continuous and discrete time yields differential-difference equations (DDEs). It is clearly …

Persistent link: https://www.econbiz.de/10009205645

Nonlinear difference equations : theory with applications to social science models

Sedaghat, Hassan - 2003

Persistent link: https://www.econbiz.de/10004719872

Complete integrability and singularity confinement of nonautonomous modified Korteweg–de Vries and sine Gordon mappings

Sahadevan, R.; Capel, H.W. - In: Physica A: Statistical Mechanics and its Applications 330 (2003) 3, pp. 373-390

A systematic investigation on the complete integrability of the nonautonomous discrete–discrete modified Korteweg–de Vries (ΔΔmKdV) and sine Gordon (ΔΔsG) mappings is presented using Lax pair technique and singularity confinement criteria. We derive conditions on the coefficients of Lax...

Persistent link: https://www.econbiz.de/10011063930