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http://hdl.handle.net/10071/5696
acessibilidade
Title: Resources dynamics from the point of view of the regenerated ornstein-uhlenbeck model
Authors: Figueira, João
Ferreira, Manuel Alberto M.
Issue Date: 2006
Publisher: Slovak University of Technology
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
Peer reviewed: Sim
URI: http://hdl.handle.net/10071/5696
Appears in Collections:DM-CRI - Comunicações a conferências internacionais

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