Diffusion processes and a random ODE arising in macroeconomics

DOI10.1080/07362994.2024.2427231MaRDI QIDQ7020698zbMATH OpenFDO

Authors Gregory Gagnon

Publication date 3 March 2025

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2024.2427231

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Sample path properties (60G17) Diffusion processes (60J60) Economic dynamics (91B55) Macroeconomic theory (monetary models, models of taxation) (91B64) Stochastic models in economics (91B70)

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