Stochastic one-sector and two-sector growth models in continuous time

zbMATH Open1185.91105MaRDI QIDQ3606191FDOQ3606191

Authors: Martin Richter, Bjarne Sloth Jensen 

Publication date: 26 February 2009

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Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic stochastic general equilibrium theory (91B51) Economic growth models (91B62) Stochastic models in economics (91B70) Multisectoral models in economics (91B66)

Cited In (8)

• Stochastic shocks in a two-sector Solow model
• A nonparametric approach to solving a simple one-sector stochastic growth model
• Strategic interactions in a one-sector growth model
• Optimal consumption in a stochastic Ramsey model with Cobb-Douglas production function
• Comparative dynamics in a stochastic growth and trade model with a variable savings rate
• Consumption externalities and indeterminacy in a continuous-time two-sector growth model
• Optimal growth in a two-sector economy facing an expected random shock
• Convergence in a two-sector nonscale growth model

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