Showing 1 - 2 of 2
An efficient methodology of estimation of parameters in the diffusion coefficient of the stochastic differential equation (SDE) is presented in this work. The methodology is based on the concept of quadratic variation of a stochastic process and on some classical numerical tools such as spline...
Persistent link: https://www.econbiz.de/10010750161
The phenomenon of synchronization of a two-dimensional discrete dynamical system is studied for the model of an economic duopoly game, whose time evolution is obtained by the iteration of a noninvertible map of the plane. In the case of identical players the map has a symmetry property that...
Persistent link: https://www.econbiz.de/10010749675