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Economic Dynamical Systems with Multiplicative Noise

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Stachurski, John

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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

dc.contributor.authorStachurski, John
dc.date.accessioned2015-12-08T22:14:32Z
dc.identifier.issn0304-4068
dc.identifier.urihttp://hdl.handle.net/1885/30300
dc.description.abstractThe 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
dc.publisherElsevier
dc.sourceJournal of Mathematical Economics
dc.subjectKeywords: Lyapunov function; Markov process
dc.titleEconomic Dynamical Systems with Multiplicative Noise
dc.typeJournal article
local.description.notesImported from ARIES
local.identifier.citationvolume39
dc.date.issued2003
local.identifier.absfor140102 - Macroeconomic Theory
local.identifier.ariespublicationu9501697xPUB72
local.type.statusPublished Version
local.contributor.affiliationStachurski, John, College of Business and Economics, ANU
local.description.embargo2037-12-31
local.bibliographicCitation.issue2
local.bibliographicCitation.startpage135
local.bibliographicCitation.lastpage152
local.identifier.doi10.1016/S0304-4068(03)00006-5
dc.date.updated2015-12-08T07:52:20Z
local.identifier.scopusID2-s2.0-0037303786
CollectionsANU Research Publications

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