Stochastic delay differential neoclassical growth system

DOI10.1080/15326349.2021.1888300zbMath1469.60198MaRDI QIDQ4998030

Wentao Wang, Wei Chen

Publication date: 1 July 2021

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2021.1888300

zbMATH Keywords

Brownian motion; Itô formula; stochastic delayed differential equation; neoclassical growth system

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

91B62: Economic growth models

34K60: Qualitative investigation and simulation of models involving functional-differential equations

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