{"product_id":"stochatic-delay-difference-and-differential-equations-von-catherine-swords-und-john-appleby","title":"Stochatic Delay Difference and Differential Equations.","description":"\u003cp\u003eThe book deals with the asymptotic behaviour of  stochastic difference and functional differential  equations of Ito type. The equations have a form  which make them suitable to model financial markets  in which agents use past prices. The main results of  the time sysyetms concern the almost sure largest  fluctuations of the cumulative returns. These  results are robust to the time-discretisation of the  process and to the presence of non-linearities in  the traders'' demand schedules. The conditions for,  and dynamics in, a market experiencing a bubble or  crash are also described. Numerical methods which  both minimise error and preserve the features of the  underlying continuous equation are studied and the  methods are simulated on computer.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783838334752\"\u003e\u003ch3\u003eStochatic Delay Difference and Differential Equations: Applications to Financial Markets\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9783838334752","offer_id":39499059298397,"sku":"9783838334752","price":68.0,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/ef50a6fa-1e48-42d4-8652-fc40b3153c68.jpg?v=1744103361","url":"https:\/\/shop.autorenwelt.de\/products\/stochatic-delay-difference-and-differential-equations-von-catherine-swords-und-john-appleby","provider":"Autorenwelt Shop","version":"1.0","type":"link"}