Please use this identifier to cite or link to this item:
http://hdl.handle.net/10071/28221| 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. http://hdl.handle.net/10071/28221 |
| 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 |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| conferenceobject_12539.pdf | 219,25 kB | Adobe PDF | View/Open |
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