Stability Analysis of Price System Based on Stochastic Model
Price system was analyzed by a nonlinear stochastic dynamic model with the supply and demand factors. This model converged to a process in probability. Then the stability of the system was analyzed by the result of drift coefficient and diffusion coefficient of the process. Numerical simulation results of the stationary probability density with different conditions were shown. It can be concluded that the stability of the system varied as the parameters varied. Finally,the influence of parameters on the stochastic bifurcation was analyzed.
Price system stochastic stability bifurcation numerical simulation
Jialiang Guo Hongli Wang Hongchen Han
School of Management,Tianjin University,Tianjin,China School of Management,Tianjin University,Tianjin,China School of Mechanical Engineering,Tianjin Unive
国际会议
北京
英文
260-263
2009-10-21（万方平台首次上网日期，不代表论文的发表时间）