RAPID GROWTH PATHS IN CONVEX-VALUED RANDOM DYNAMICAL SYSTEMS

DOI10.1142/S0219493701000242MaRDI QIDQ4460432zbMATH OpenFDO

Authors Igor V. Evstigneev, Michael Taksar

Publication date 18 May 2004

Published in Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

random dynamical systemsvon Neumann-Gale modelconvex-valued operatorsrapid growth paths

Mathematics Subject Classification ID

Sample path properties (60G17) Random operators and equations (aspects of stochastic analysis) (60H25)

Recommendations

• Rapid growth paths in multivalued dynamical systems generated by homogeneous convex stochastic operators
• Random dynamical systems in economics
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Cites work

• A PROBABILISTIC MODIFICATION OF THE von NEUMANN-GALE MODEL
• A generalization of a problem of Steinhaus
• A mathematical theory of optimal economic development
• Convex-valued random dynamical systems: A variational principle for equilibrium states
• Equivalent martingale measures and no-arbitrage in stochastic securities market models
• Evolutionary formalism for products of positive random matrices
• Rapid growth paths in multivalued dynamical systems generated by homogeneous convex stochastic operators
• Ruelle's transfer operator for random subshifts of finite type

Cited in

(9)

• Log-optimal and rapid paths in von Neumann-Gale dynamical systems
• Turnpike results for a class of discrete-time optimal control problems arising in economic dynamics
• scientific article; zbMATH DE number 4043808 (Why is no real title available?)
• scientific article; zbMATH DE number 1507172 (Why is no real title available?)
• Stability of a turnpike phenomenon for a discrete-time optimal control system
• Stochastic equilibria in von Neumann--Gale dynamical systems
• Rapid paths in von Neumann–Gale dynamical systems
• Pure and randomized equilibria in the stochastic von Neumann-Gale model
• Convex-valued random dynamical systems: A variational principle for equilibrium states

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