Asymptotic Growth under Uncertainty: Existence and Uniqueness

DOI10.2307/2297452zbMath0615.90026OpenAlexW2090780316MaRDI QIDQ4724390

Fwu-Ranq Chang, Anastasios G. Malliaris

Publication date: 1987

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297452

zbMATH Keywords

uncertaintyexistence and uniquenessItô stochastic differential equationdriftcontinuous time economic growth

Mathematics Subject Classification ID

Economic growth models (91B62) Optimal stochastic control (93E20)

Related Items (4)

Unnamed Item ⋮ Numerical solution of dynamic equilibrium models under Poisson uncertainty ⋮ A stochastic differential game of capitalism ⋮ The invariant distribution of wealth and employment status in a small open economy with precautionary savings

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