An Asymptotic Theory of Growth Under Uncertainty

Cited in

(60)

Uncertainty-driven symmetry-breaking and stochastic stability in a generic differential game of lobbying
A model of economic growth with physical and human capital: the role of time delays
Stability and mean growth rate of stochastic Solow model driven by jump-diffusion process
On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models
Stochastic growth with correlated production shocks
A stochastic model of economic growth in time-space
The limiting behaviour of Solow's model with uncertainty when the variance goes to zero
Uncertain optimal control of linear quadratic models with jump
Welfare effects of controlling labor supply: An application of the stochastic Ramsey model
Optimal asset allocation in life annuities: a note.
Equilibrium consumption and precautionary savings in a stochastically growing economy
Wicksellian theory of forest rotation under interest rate variability
Optimal consumption of the finite time horizon Ramsey problem
Optimal production of innovations under uncertainty
Optimal management of replenishable resources in a predator-prey system with randomly fluctuating population
Optimal control of a single-sector economy under random variations of fixed capital and labor resources
Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach
Effects of financial innovations on market volatility when beliefs are heterogeneous
The dynamics of Pareto distributed wealth in a small open economy
Numerical solution of dynamic equilibrium models under Poisson uncertainty
On the link between volatility and growth
Risk premia in general equilibrium
Stationary equilibrium transition rules for an overlapping generations model with uncertainty
On growth cycles in a stochastic post-Keynesian model
Optimal consumption in the stochastic Ramsey problem without boundedness constraints
Dynamic nonpoint-source pollution control policy: ambient transfers and uncertainty
The random two-sector RSS model: on discounted optimal growth without Ramsey-Euler conditions
Martingales, scale functions and stochastic life annuities: A note
Efficiency of institutional spending and investment rules
Two differential games between rent-seeking politicians and capitalists: implications for economic growth
Irreversible capital accumulation under interest rate uncertainty
Robust estimation and control under commitment
Mean growth and stochastic stability in endogenous growth models
Capital accumulation in a stochastic decentralized economy
Optimal consumption of the stochastic Ramsey problem for non-Lipschitz diffusion
Stochastic growth: a duality approach.
THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE
The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
Risk, the financial market, and macroeconomic equilibrium
Large deviation principle for spatial economic growth model on networks
``Quantum equilibrium-disequilibrium: asset price dynamics, symmetry breaking, and defaults as dissipative instantons
The optimal consumption function in a Brownian model of accumulation. Part A: The consumption function as solution of a boundary value problem
A note on ergodic distributions in two-agent economies
Mean field games for stochastic growth with relative utility
Optimal consumption models in economic growth
Optimal Consumption in a Growth Model with the CES Production Function
Dividend derivatives
Dividend derivatives
Closed-form formula for conditional moments of generalized nonlinear drift CEV process
Structural estimation of jump-diffusion processes in macroeconomics
On the non-equilibrium density of geometric mean reversion
Optimal dividend payments in the stochastic Ramsey model
An alternative approach to stochastic calculus for economic and financial models
The periodic turnpike theorem
A robust consumption model when the intensity of technological progress is ambiguous
Production technologies in stochastic continuous time models
Optimal consumption in a stochastic Ramsey model with Cobb-Douglas production function
Euler-Lagrange equations of stochastic differential games: application to a game of a productive asset
A stochastic differential game of capitalism
The invariant distribution of wealth and employment status in a small open economy with precautionary savings

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