Economic dynamical systems with multiplicative noise.

DOI10.1016/S0304-4068(03)00006-5zbMath1039.91059OpenAlexW2014958292MaRDI QIDQ1395001

John Stachurski

Publication date: 25 June 2003

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

Full work available at URL: https://doi.org/10.1016/s0304-4068(03)00006-5

zbMATH Keywords

Lyapunov functionMarkov process

Mathematics Subject Classification ID

Economic time series analysis (91B84) Economic growth models (91B62)

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• Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
• Linear Operations on Summable Functions
• On a class of stable random dynamical systems: Theory and applications

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