Stochastic models for capital growth

DOI10.1007/BF01239393zbMath0743.90026MaRDI QIDQ1182210

Hans W. Gottinger

Publication date: 28 June 1992

Published in: Journal of Economics (Search for Journal in Brave)

zbMATH Keywords

perturbationsoptimal cutting time of a single tree

Mathematics Subject Classification ID

Economic growth models (91B62) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Stochastic systems in control theory (general) (93E03) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Cites Work

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• Harvest Decisions and Asset Valuation for Biological Resources Exhibiting Size-Dependent Stochastic Growth
• Optimal Stopping of the Integral of a Wiener Process

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