Skip navigation
Skip navigation

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


File Description SizeFormat Image
01_Stachurski_Economic_Dynamical_Systems_2003.pdf157.23 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  22 January 2019/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator