Directory UMM :Journals:Journal_of_mathematics:DM:
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![Figure 1:The following result holds. For the proof we refer the readers to Smith [6].](https://thumb-ap.123doks.com/thumbv2/123dok/988998.917966/4.612.228.452.361.576/figure-following-result-holds-proof-refer-readers-smith.webp)
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The same technique used above reduces equation ( 8 ) to finding integral points on a family of elliptic curves.. If m remains bounded over an infinity of solutions, it then follows
We discuss the dynamics of the positive solutions of the delay difference equation in the title for some special values of the parameters A , p and k and we pose a conjecture and
Diebold and Mariano (1995) show how to construct asymptotically valid out-of-sample tests of predictive ability when there is no parameter uncertainty, for example, when parameters
Aase, K.K., An equilibrium asset pricing model based on Lévy processes: rela- tions to stochastic volatility, and the.. survival hypothesis
In this paper, stochastic control theory is applied to answer the following question: if an insurer has the possibility to invest part of his surplus into a risky asset, what is
In all but the most trivial settings Euler equation estimation in saddlepath stable systems is faced with a fundamental identification problem: the Euler equation allows for an
There is no possibility to directly check the growth time necessary for the droplets to reach their equilibrium radius r 100 , because we cannot measure the NaCl nucleus size
Firstly, we study sufficient conditions of parameters which guarantee that the equilibrium points of chaotic dynamical system are asymptotically stable.. Secondly, we study method for
