Stochastic equilibria in von Neumann--Gale dynamical systems
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Publication:3506721
DOI10.1090/S0002-9947-08-04445-0zbMath1149.37029OpenAlexW3125249981MaRDI QIDQ3506721
Klaus Reiner Schenk-Hoppé, Igor V. Evstigneev
Publication date: 17 June 2008
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9947-08-04445-0
random dynamical systemconvex multivalued operatorvon Neumann-Gale model, rapid paths, convex duality, stochastic equlibrium
Related Items (8)
Stochastic fixed points and nonlinear Perron–Frobenius theorem ⋮ Von Neumann–Gale model, market frictions and capital growth ⋮ Von Neumann-Gale dynamics and capital growth in financial markets with frictions ⋮ Rapid paths in von Neumann–Gale dynamical systems ⋮ Stochastic nonlinear Perron-Frobenius theorem ⋮ Linearization and local stability of random dynamical systems ⋮ A multidimensional Fatou lemma for conditional expectations ⋮ Log-optimal and rapid paths in von Neumann-Gale dynamical systems
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