Von Neumann–Gale model, market frictions and capital growth

DOI10.1080/17442508.2020.1718152zbMath1489.91155OpenAlexW2914659889MaRDI QIDQ5086629

Klaus Reiner Schenk-Hoppé, E. Babaei, Mikhail Zhitlukhin, Igor V. Evstigneev

Publication date: 6 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2020.1718152

zbMATH Keywords

random dynamical systemstransaction costscapital growth theoryvon Neumann-Gale dynamical systemsconvex multivalued operatorsrapid paths

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Economic growth models (91B62) Sample path properties (60G17)

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