Resources dynamics from the point of view of the regenerated Ornstein-Uhlenbeck model

dc.contributor.authorFigueira, João
dc.contributor.authorFerreira, Manuel Alberto M.
dc.date.accessioned2013-10-03T16:43:34Z
dc.date.available2013-10-03T16:43:34Z
dc.date.issued2006
dc.description.abstractWe consider the problem of assessing resources dynamics in the context of an economic system subject to Gaussian consumption and deterministic productivity. A discrete time recursive equation is presented to justify the use of the Ornstein-Uhlenbeck diffusion process. Under assumptions about regeneration of the process, we observe the system equilibrium as to what concerns resources depreciation or accumulationpor
dc.event.date7-10 Fevereiropor
dc.event.locationBratislavapor
dc.event.title5th International Conference Aplimatpor
dc.event.typeConferênciapor
dc.identifier.citationFigueira, J., & Ferreira, M. A. M. (2006). Resources dynamics from the point of view of the regenerated Ornstein-Uhlenbeck model. 5th International Conference Aplimat (pp. 443-446). Slovak University of Technology. http://hdl.handle.net/10071/5696
dc.identifier.urihttp://hdl.handle.net/10071/5696
dc.language.isoengpor
dc.pagination433-436por
dc.peerreviewedSimpor
dc.publicationstatusPublicadopor
dc.publisherSlovak University of Technologypor
dc.rightsopen accesspor
dc.subject.fosDomínio/Área Científica::Ciências Naturais::Matemáticas
dc.titleResources dynamics from the point of view of the regenerated Ornstein-Uhlenbeck modelpor
dc.typeconferenceObject
dspace.entity.typePublicationen

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