Autor:	Ciurdariu, A. L., Neamtu, M., Opris, D.
Rok vydání:	2009
Předmět:	Mathematics - Dynamical Systems 34D08 60H10 91B70
Druh dokumentu:	Working Paper
Popis:	In this paper we investigate a stochastic model for an economic game. To describe this model we have used a Wiener process, as the noise has a stabilization effect. The dynamics are studied in terms of stochastic stability in the stationary state, by constructing the Lyapunov exponent, depending on the parameters that describe the model. The numerical simulation that we did justifies the theoretical results. Comment: 13 pages, 8 figures
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/0905.4456 Zobrazit plný text záznamu View this record from Arxiv