Keywords: Stochastic Processes
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Journal Articles
Journal: Kybernetes
Kybernetes (2010) 39 (8): 1282–1290.
Published: 10 August 2010
... Group Publishing Limited 2010 Cybernetics, Stochastic games Stochastic processes Portfolio theory Financial markets Stochastic modeling Interest rates This paper considers the stochastic differential games as played between two “small” investors, called A and B...
Journal Articles
Journal: Kybernetes
Kybernetes (2010) 39 (5): 750–769.
Published: 15 June 2010
... are found to be very useful in modeling a unique stochastic process with conditional variance; regime‐switching models have the advantage of dividing the observed stochastic behavior of a time series into several separate phases with different underlying stochastic processes. Originality/value...
Journal Articles
Journal: Kybernetes
Kybernetes (2009) 38 (10): 1655–1661.
Published: 16 October 2009
... Limited 2009 Cybernetics Stochastic processes Time series analysis In order to make this paper more compact, some related contents of the second moment process in stochastic analysis and the time scales theory should be narrated first. Let [X(t),tT...
Journal Articles
Journal Articles
Journal: Kybernetes
Kybernetes (1991) 20 (5): 42–49.
Published: 01 May 1991
... with Professor Leif Nordberg (Department of Statistics at Abo Akademi) and Dr Urho Lempinen (Bank of Finland). This research has been partly supported by grants from the Foundation for Economic Education (Finland). Capital Asset Pricing Stochastic Processes © MCB UP Limited 1991 ...
Journal Articles
Journal Articles
Journal: Kybernetes
Kybernetes (1988) 17 (1): 49–59.
Published: 01 January 1988
... analysis. Applicability has been shown in various publications to a very wide class of equations arising in the modelling of a complex system even where stochastic parameters are involved. Models Problem Solving Stochastic Processes Systems Theory A General Approach for Complex Systems Complex...

or Create an Account

Close Modal
Close Modal