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Author(s): Figueira, J.
Ferreira, M. A. M.
Editor: Kovacova, M.
Date: 2006
Title: Resources dynamics from the point of view of the regenerated Ornstein-Uhlenbeck model
Book title/volume: 5th International Conference APLIMAT 2006
Pages: 433 - 436
Event title: 5th International Conference APLIMAT 2006
Reference: Figueira, J., & Ferreira, M. A. M. (2006). Resources dynamics from the point of view of the regenerated Ornstein-Uhlenbeck model. In M. Kovacova (Ed.), 5th International Conference APLIMAT 2006 (pp. 433-436). Slovak University of Technology in Bratislava.
ISBN: 978-809673054-4
Abstract: We 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 accumulation.
Peerreviewed: yes
Access type: Open Access
Appears in Collections:DM-CRI - Comunicações a conferências internacionais
ISTAR-CRI - Comunicações a conferências internacionais

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