Drift criteria for persistence of discrete stochastic processes on the line

DOI10.1016/j.jmateco.2022.102696zbMath1497.91203OpenAlexW2272850383MaRDI QIDQ2164323

Pietro Dindo, Giulio Bottazzi

Publication date: 12 August 2022

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2022.102696

zbMATH Keywords

asymptotic behavioreconomic dynamicsevolutionary dynamicsdiscrete-time stochastic processespersistence and transience

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Economic dynamics (91B55) Financial markets (91G15)

Related Items (2)

Market selection and learning under model misspecification ⋮ Strong transience for one-dimensional Markov chains with asymptotically zero drifts

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