Stochastic nonlinear Perron-Frobenius theorem
DOI10.1007/S11117-008-0003-2zbMath1187.37078OpenAlexW2040440255MaRDI QIDQ963674
Igor V. Evstigneev, Sergey Pirogov
Publication date: 13 April 2010
Published in: Positivity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11117-008-0003-2
stochastic equationsrandom dynamical systemsPerron-Frobenius theoryHilbert-Birkhoff metricnonlinear cocyclesrandom monotone mappingsvon Neumann-Gale dynamical systems
Economic growth models (91B62) Financial applications of other theories (91G80) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Generation, random and stochastic difference and differential equations (37H10) Random dynamical systems (37H99)
Related Items (3)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model
- Non-negative matrices and Markov chains. 2nd ed
- The Perron-Frobenius theorem without additivity
- Evolutionary formalism for products of positive random matrices
- Exponential growth of fixed-mix strategies in stationary asset markets
- A strong law of large numbers for nonexpansive vector-valued stochastic processes
- Topological fixed point theorems do not hold for random dynamical systems
- Perron-Frobenius theorem, large deviations, and random perturbations in random environments
- Extensions of Jentzsch's Theorem
- The von Neumann-Gale Growth Model and Its Stochastic Generalization
- Stochastic equilibria in von Neumann--Gale dynamical systems
- THERMODYNAMIC FORMALISM FOR RANDOM TRANSFORMATIONS REVISITED
- Hilbert’s projective metric and iterated nonlinear maps
- Iterated nonlinear maps and Hilbert’s projective metric. II
- The Perron-Frobenius theorem for homogeneous, monotone functions
- Convex-valued random dynamical systems: A variational principle for equilibrium states
- A stochastic contraction principle
- Products of Random Matrices
- Noncommuting Random Products
- STOCHASTIC CONCAVE DYNAMIC PROGRAMMING
- Balanced Growth under Constant Returns to Scale
This page was built for publication: Stochastic nonlinear Perron-Frobenius theorem