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

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