Импулсен модел за движение на цените на стоковия пазар
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Бургаски свободен университет
Abstract
In this paper impulsive functional differential equations are proposed to model price shocks in the case of continuous time representation in single commodity markets. The impulses are realized at fixed moments of time. Sufficient conditions for stability of solutions are investigated. The main results are obtained by using the Lyapunov method.