Title :
The stability of exchange rate model with diffusion and Poisson jump
Author_Institution :
Department of Mathematics and Physics, Xiamen University of Technology, 361024, China
Abstract :
We study the stability of diffusion model with Poisson jump, the exchange rate and their generalizations are studied. Then a equivalent condition of mean-square stability for semi-implicit Euler method are obtained.
Keywords :
Biological system modeling; Differential equations; Economic indicators; Equations; Mathematical model; Stability analysis; Stochastic processes;
Conference_Titel :
Information Science and Engineering (ICISE), 2010 2nd International Conference on
Conference_Location :
Hangzhou, China
Print_ISBN :
978-1-4244-7616-9
DOI :
10.1109/ICISE.2010.5689663
