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http://hdl.handle.net/10071/5696| Author(s): | Figueira, João Ferreira, Manuel Alberto M. |
| Date: | 2006 |
| Title: | Resources dynamics from the point of view of the regenerated Ornstein-Uhlenbeck model |
| Pages: | 433-436 |
| Event title: | 5th International Conference Aplimat |
| Reference: | Figueira, 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 |
| 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: | Sim |
| Access type: | Open Access |
| Appears in Collections: | DM-CRI - Comunicações a conferências internacionais |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| conferenceObject_hdl5696.pdf | 219,25 kB | Adobe PDF | View/Open |
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