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Stochastic economic dynamics /

Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Jensen, Bjarne S., Palokangas, Tapio
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Copenhagen?] : Portland, OR : Copenhagen Business School Press ; International Specialized Book Services [distributor], ©2007.
Edición:1st ed.
Temas:
Acceso en línea:Texto completo

MARC

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245 0 0 |a Stochastic economic dynamics /  |c Bjarne S. Jensen & Tapio Palokangas (editors). 
250 |a 1st ed. 
260 |a [Copenhagen?] :  |b Copenhagen Business School Press ;  |a Portland, OR :  |b International Specialized Book Services [distributor],  |c ©2007. 
300 |a 1 online resource (438 pages) :  |b illustrations 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
504 |a Includes bibliographical references. 
505 0 |a Stochastic Economic Dynamics; Table of Contents; Introduction; Part I: Developments in Stochastic Dynamics; 1. Fractional Brownian Motion in Finance; 1.1 Introduction; 1.2 Framework and definitions; 1.3 Classical white noise theory and Hida-Malliavin calculus; 1.4 Fractional stochastic calculus; 1.5 Summary of results; 1.6 Concluding remarks; 2. Moment Evolution of Gaussian and Geometric Wiener Diffusions; 2.1 Introduction; 2.2 Structure of basic diffusion processes; 2.3 Dynamics of first-order and second-order moments; 2.4 Expectation vector functions; 2.5 Covariance matrix functions. 
505 8 |a 2.6 Probability density functions2.7 Final comments; Appendices; 3. Two-Dimensional Linear Dynamic Systems with Small Random Terms; 3.1 Introduction; 3.2 Non-random dynamic system; 3.3 Lyapunov index of the random system; 3.4 One-dimensional diffusion process in an interval; 3.5 Spiral point and center; 3.6 Saddle point; 3.7 Improper and proper node; 4. Dynamic Theory of Stochastic Movement of Systems; 4.1 Dynamic theory of stochastic processes; 4.2 Kinematic theory; 4.3 Sample path equation in kinematic theory; 4.4 Mechanics and the equation of motion. 
505 8 |a 4.5 Evolution function and kinematic equation4.6 Exponent of motion and initial condition; 4.7 Examples; 4.8 Schr odinger's wave theory and dynamic theory; 4.9 Sample paths of motion governed by the Schrodinger equation; 4.10 Interference phenomena and entangled motion; Part II: Stochastic Dynamics of Basic Growth Models and Time Delays; 5. Stochastic One-Sector and Two-Sector Growth Models in Continuous Time; 5.1 Introduction; 5.2 Neoclassical technologies and CES forms; 5.3 Stochastic one-sector growth models; 5.4 Boundaries, steady-state, and convergence. 
505 8 |a 5.5 Explicit steady-state distribution with CD technologies5.6 Sample paths and asymptotic densities with CD and CES technologies; 5.7 General equilibria of two-sector economies; 5.8 Dynamics of two-sector economies; 5.9 Sample paths of two-sector models and CES; 6. Comparative Dynamics in a Stochastic Growth and Trade Model with a Variable Savings Rate; 6.1 Introduction; 6.2 Stochastic dynamic systems for trading economies; 6.3 Comparative dynamics and policy parameters; 7. Inada Conditions and Global Dynamic Analysis of Basic Growth Models with Time Delays; 7.1 Introduction. 
505 8 |a 7.2 Neoclassical growth model with time delays7.3 Dynamics with delays in production and depreciation; 7.4 Persistent oscillation in a growth model with delays; 7.5 Final comments; 8. Hopf Bifurcation in Growth Models with Time Delays; 8.1 Introduction; 8.2 Dynamics of growth and cycles; 8.3 Hopf bifurcation analysis; 8.4 CD technologies and time delays; 8.5 CES technologies and time delays; 8.6 CES and delays with cycles, square waves, and chaos; 8.7 Final comments; Part III: Intertemporal Optimization in Consumption, Finance, and Growth. 
546 |a English. 
590 |a ProQuest Ebook Central  |b Ebook Central Academic Complete 
650 0 |a Statics and dynamics (Social sciences) 
650 0 |a Stochastic processes. 
650 2 |a Stochastic Processes 
650 6 |a Statique et dynamique (Sciences sociales) 
650 6 |a Processus stochastiques. 
650 7 |a Statics and dynamics (Social sciences)  |2 fast 
650 7 |a Stochastic processes  |2 fast 
700 1 |a Jensen, Bjarne S. 
700 1 |a Palokangas, Tapio. 
758 |i has work:  |a Stochastic economic dynamics (Text)  |1 https://id.oclc.org/worldcat/entity/E39PCYVk49BtBbvpMcj3hwchgX  |4 https://id.oclc.org/worldcat/ontology/hasWork 
776 0 8 |i Print version:  |t Stochastic economic dynamics.  |b 1st ed.  |d [Copenhagen?] : Copenhagen Business School Press ; Portland, OR : International Specialized Book Services [distributor], ©2007  |w (DLC) 2008374294 
856 4 0 |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=3400791  |z Texto completo 
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938 |a Internet Archive  |b INAR  |n stochasticeconom0000unse 
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