A Stochastic Differential Equation Driven by Poisson Random Measure and Its Application in a Duopoly Market

We investigate a stochastic differential equation driven by Poisson random measure and its application in a duopoly market for a finite number of consumers with two unknown preferences. The scopes of pricing for two monopolistic vendors are illustrated when the prices of items are determined by the...

Full description

Bibliographic Details
Main Authors: Tong Wang, Hao Liang
Format: Article
Language:English
Published: Hindawi Limited 2020-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2020/3256859