application of e^p-stability to impulsive financial model

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ID: 157139
2013
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Abstract
In this paper, we consider an impulsive stochastic model for an investment with production and saving profiles. The conditions for financial growth for the investment are investigated under impulsive action and results are obtained using the quantitative and Ep stability methods. The impulsive stochastic differential equation considered is assumed to be driven by a process with jump and non-linear gestation properties. One of the results established shows that, in the long run, it is impossible for a financial investment to grow or dominates the prescribed average financial investment but has a threshold value for which the investment cannot grow beyond. It is also established that an $E^{p}-$ stable investment vector can be found which allows financial growth but this vector must be constrained to be in a given invariant set:It is advisable for the saving and depreciation to satisfy certain growth rates for proper income and investment growths.
Reference Key
oyelami2013internationalapplication Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Benjamin Oyediran Oyelami;Sam Olatunji Ale
Journal artium
Year 2013
DOI
DOI not found
URL
http://etamaths.com/index.php/ijaa/article/view/32
Keywords
probabilities mathematical statisticsanalysis

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