Импулсен модел за движение на цените на стоковия пазар

dc.contributor.authorСтамова, Иванка
dc.contributor.authorСтамов, Александър
dc.date.accessioned2025-04-15T05:39:21Z
dc.date.issued2010
dc.description.abstractIn 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.
dc.identifier.isbn978-954-9370-71-3
dc.identifier.urihttp://research.bfu.bg:4000/handle/123456789/1839
dc.language.isoen
dc.publisherБургаски свободен университет
dc.relation.ispartofseries2010
dc.subjectStability
dc.subjectLyapunov-Razumikhin function
dc.subjectimpulsive functional differential price fluctuation model
dc.subjectshort-run Economic fluctuations
dc.subjecteconomic shocks
dc.subjectsingle commodity market
dc.titleИмпулсен модел за движение на цените на стоковия пазар
dc.title.alternativeImpulsive model of price fluctuations in single commodity markets
dc.typeArticle

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