On almost periodic processes in uncertain impulsive delay models of price fluctuations in commodity markets

We present an impulsive price model for a single commodity market with delays and uncertain terms. Impulsive perturbations are realized at fixed moments of time and are proposed to model price shocks in the case of continuous time representation. To do so, the paper resorts to the theory of impulsive differential equations. Uncertain terms are due to modeling errors, measurement inaccuracy, mutations in the fluctuation processes and so on. We investigate conditions under which the extended model is capable of generating a stable almost periodic process.