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|Title:||Resources dynamics from the point of view of the regenerated ornstein-uhlenbeck model|
Ferreira, Manuel Alberto M.
|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|
|Appears in Collections:||DM-CRI - Comunicações a conferências internacionais|
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|Ferreira 2006 APLIMAT 5TH CONF 433-436.pdf||219.25 kB||Adobe PDF||View/Open|
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