Integro-differential inequalities and the impact of white noice in dynamic market models

Abstract

The research work was carried out in this project is two fold. In one direction some qualitative aspects of ODEs are investigated by obtaining upper bounds for the 1st derivative of the unknown function in Integro-differential inequalities. In-the other direction two dynamic market models are considered by incorporating white noise to the systems via Wiener process. In the stock market model upper bounds for expectation and variance of the price function P(t) are investigated by obtaining the following results:

(03 Mathematical formulars)

In the FUPV-dynamic market model it is shown that time path of the price function is stochastically stable by establishing the following results:

(02 Mathematical formulars)