Parametric continuity of stationary distributions

DOI10.1007/S00199-006-0144-0MaRDI QIDQ2385115zbMATHOpenAlexFDO

Authors Cuong Le Van, John Stachurski

Publication date 11 October 2007

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL https://halshs.archives-ouvertes.fr/halshs-00101157/file/pc.pdf

zbMATH Keywords

distributionMarkov processparametric continuity

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites work

• scientific article; zbMATH DE number 52448 (Why is no real title available?)
• scientific article; zbMATH DE number 1351867 (Why is no real title available?)
• A qualitative approach to Markovian equilibrium in infinite horizon economies with capital
• Ergodic theorems for Markov chains represented by iterated function systems
• Markov chains and stochastic stability
• Real Analysis and Probability
• Simulated Moments Estimation of Markov Models of Asset Prices
• Stochastic Speculative Price

Cited in

(6)

• On the existence and uniqueness of stationary equilibrium in Bewley economies with production
• Mean field equilibria for resource competition in spatial settings
• Statistical ward continuity
• Automatic continuity of transversal distributions
• Parametric continuity in dynamic programming problems
• A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility

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