DocumentCode
2108660
Title
The stability of exchange rate model with diffusion and Poisson jump
Author
La-sheng, Wang
Author_Institution
Department of Mathematics and Physics, Xiamen University of Technology, 361024, China
fYear
2010
fDate
4-6 Dec. 2010
Firstpage
3312
Lastpage
3315
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Science and Engineering (ICISE), 2010 2nd International Conference on
Conference_Location
Hangzhou, China
Print_ISBN
978-1-4244-7616-9
Type
conf
DOI
10.1109/ICISE.2010.5689663
Filename
5689663
Link To Document