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https://elib.bsu.by/handle/123456789/9248| Title: | О стохастических нелинейных моделях динамики процентных ставок |
| Authors: | Медведев, Г. А. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
| Issue Date: | 2008 |
| Citation: | Медведев, Г. А. О стохастических нелинейных моделях динамики процентных ставок / Г. А. Медведев // Вычислительные технологии. – 2008. – Т. 13, Вып. 5. – С. 77 – 82. |
| Abstract: | For processes of the interest rates both marginal and joint probability distributions are found. It appears that these distributions belong to a class of the mixed distributions. And at the fixed values of a mixing random variable, the sample values of processes are independently distributed. Some results on these problems are formulated. |
| URI: | http://elib.bsu.by/handle/123456789/9248 |
| Appears in Collections: | Статьи факультета прикладной математики и информатики |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 11_Pap.pdf | 176,93 kB | Adobe PDF | View/Open |
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