Completely solvable stochastic Hamiltonian system describing a continuous-time integrated climate-economy model

DOI10.14495/jsiaml.13.5zbMath1464.37054OpenAlexW3133718151MaRDI QIDQ5857178

Jirô Akahori, Kota Suzuki, Kensuke Nagata

Publication date: 30 March 2021

Published in: JSIAM Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14495/jsiaml.13.5

zbMATH Keywords

stochastic Hamiltonian systemcoupled forward-backward stochastic differential equationDICE model

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamical systems in fluid mechanics, oceanography and meteorology (37N10) Ordinary differential equations and systems with randomness (34F05) Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems (37J99) Generation, random and stochastic difference and differential equations (37H10) Climate science and climate modeling (86A08)

Cites Work

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