Acceso abierto

Model of Stabilizing of the Interest Rate on Deposits Banking System Using by Moment Equations

,  y   
04 jul 2013

Cite
Descargar portada

[1] ANISIMOV, V. V.: Random Processes with Discrete Components. Vyshcha shkola, Kiev, 1988. (In Russian)Search in Google Scholar

[2] ÅSTRÖM, K. J.: Introduction to Stochastic Control Theory. Academic Press, New York, 1970.Search in Google Scholar

[3] BARBASHYN, E. A.: Lyapunov Functions. Nauka, Moscow, 1970. (In Russian)Search in Google Scholar

[4] DZHALLADOVA, I. A.: Optimization of Stochastic System. KNEU, Kiev, 2005. (In Russian)Search in Google Scholar

[5] FELMER, G.-SHID, A.: Vvedenie v Stokhasticheskie Finansy. Diskretnoe Vremja. MTsMNO, Moscow, 2008. (In Russian)Search in Google Scholar

[6] GIHMAN,I. I.-SKOROHOD, A. V.: Controlled Stochastic Processes. Springer-Verlag, New York, 1979.10.1007/978-1-4612-6202-2Search in Google Scholar

[7] HASMINSKI, R. Z.: Stochastic Stability of Differential Equations. Sijthoff & Noordhoff, Alphen aan den Rijn, 1980.Search in Google Scholar

[8] HRISANOV, S. M.: Moment systems group, Ukrainian Math. J. 33 (1981), 787-792. (In Russian)Search in Google Scholar

[9] IKEDA, N.-WATANABE, S.: Stochastic Differential Equations and Diffusion Processes. North Holland, Amsterdam, 1989.Search in Google Scholar

[10] JACOD, J.-SHIRYAEV, A. N.: Limit Theorems for Stochastic Processes. Springer-Verlag, New York, 1987.10.1007/978-3-662-02514-7Search in Google Scholar

[11] JASINSKIY, V. K.-JASINSKIY, E. V.: Problem of Stability and Stabilization of DynamicSystems with Finite Aftereffect. TVIMS, Kiev, 2005.Search in Google Scholar

[12] KATZ, I. YA.: Lyapunov Function Method in Stability and Stabilization Problems forRandom-Structure Systems. Izd. Ural. Gos. Akad., 1998. (In Russian)Search in Google Scholar

[13] KATZ, I. YA.-KRASOVSKII, N. N.: On stability of systems with random parameters, Prikl. Mat. Mekh. 24 (1960), 809-823. (In Russian)Search in Google Scholar

[14] KOLMOGOROV, A. N.: Selected Works of A. N. Kolmogorov (Probability Theory andMathematical Statistics). Springer, New York, 1992.Search in Google Scholar

[15] KOROLYUK, V. S.-LIMNIOS, W.: Stochastic Systems in Merging Phase Space. Word Scientific, London, 2006.10.1142/5979Search in Google Scholar

[16] KOROLYUK, V.S.-KOROLYUK,V.V.: Stochastic Models of Systems. Naukova Dumka, Kiev, 1989. (In Russian)Search in Google Scholar

[17] KORENIVSKYI, D. H.: The Destabilizing Effect of ParametricWhite Noise in Continuousand Discrete Dynamical Systems. Akademperiodika, Kiev, 2008. (In Russian)Search in Google Scholar

[18] KOROLYUK, V. S.: Semi-Markov Processes and their Applications. Naukova Dumka, Kiev, 1976. (In Russian)Search in Google Scholar

[19] LEVI, P.: Stochastic Processes and Brownian Motion. Nauka, Moscow, 1972. (In Russian)Search in Google Scholar

[20] LYAPUNOV, A. M.: General Problem of the Stability of Motion. Tayor & Francis, London, 1992.10.1080/00207179208934253Search in Google Scholar

[21] OKSENDAL, B.: Stochastic Differential Equations. Springer-Verlag, Berlin, 2000.Search in Google Scholar

[22] PUGACHEV, V. S.: Stochastic Systems: Theory and Applications.World Scientific Publ., River Edge, NJ, 2001.10.1142/4805Search in Google Scholar

[23] SAMOILENKO, A. M.-PERESTYUK, N. A.: Impulsive Differential Equations. Vyshcha Shkola, Kiev, 1987. (In Russian)Search in Google Scholar

[24] SVESHNIKOV, A. A.: Applied Methods of the Theory of Random Functions. Pergamon Press, Oxford, 1966.10.1016/B978-1-4831-9760-9.50009-1Search in Google Scholar

[25] TIKHONOV, V. I.-MIRONOV, M. A.: Markov Processes. Sovetskoe Radio, Moscow, 1977. (In Russian) Search in Google Scholar

[26] VALEEV, K. G.-DZHALLADOVA, I. A.: Optimization of Random Process. KNEU, Kiev, 2006. (In Russian)Search in Google Scholar

[27] ZUBOV, V. I.: Methods of A. M. Lyapunov and their Application. P. Noordhoff, Ltd., Groningen, 1964.Search in Google Scholar

Idioma:
Inglés
Calendario de la edición:
3 veces al año
Temas de la revista:
Matemáticas, Matemáticas generales