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Economic Dynamical Systems with Multiplicative Noise

Stachurski, John


The paper considers random economic systems generating nonlinear time series on the positive half-ray ℝ+. Using Lyapunov techniques, new conditions for existence, uniqueness and stability of stationary equilibria are obtained. The conditions generalize

CollectionsANU Research Publications
Date published: 2003
Type: Journal article
Source: Journal of Mathematical Economics
DOI: 10.1016/S0304-4068(03)00006-5


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