Rapid paths in von Neumann–Gale dynamical systems

DOI10.1080/17442500701833526zbMath1170.37026arXiv0712.3353OpenAlexW2111268946MaRDI QIDQ3498577

Wael Bahsoun, Igor V. Evstigneev, Michael I. Taksar

Publication date: 15 May 2008

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.3353

zbMATH Keywords

random dynamical systemsmultivalued operatorsvon Neumann-Gale modelDynkin's and Radner's dualitiesrapid path

Mathematics Subject Classification ID

Economic growth models (91B62) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Dynamical systems in optimization and economics (37N40) Portfolio theory (91G10) Random dynamical systems (37H99)

Related Items (3)

Von Neumann–Gale model, market frictions and capital growth ⋮ Von Neumann-Gale dynamics and capital growth in financial markets with frictions ⋮ A multidimensional Fatou lemma for conditional expectations

Cites Work

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• Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model
• Rapid growth paths in multivalued dynamical systems generated by homogeneous convex stochastic operators
• The von Neumann-Gale Growth Model and Its Stochastic Generalization
• Stochastic equilibria in von Neumann--Gale dynamical systems
• RAPID GROWTH PATHS IN CONVEX-VALUED RANDOM DYNAMICAL SYSTEMS
• On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria

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