Existence, Uniqueness and Stability of Invariant Distributions in Continuous-Time Stochastic Models
Year of publication: |
2011-07-21
|
---|---|
Authors: | Bayer, Christian ; Waelde, Klaus |
Institutions: | Volkswirtschaftslehre-Lehrstühle, Gutenberg School of Management and Economics |
Subject: | uncertainty in continuous time | Poisson process | existence | uniqueness | stability |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 1111 36 pages |
Classification: | C62 - Existence and Stability Conditions of Equilibrium ; D91 - Intertemporal Consumer Choice; Life Cycle Models and Saving ; E24 - Employment; Unemployment; Wages ; J63 - Turnover; Vacancies; Layoffs |
Source: |
-
Bayer, Christian, (2018)
-
Bayer, Christian, (2018)
-
Bayer, Christian, (2019)
- More ...
-
Describing the Dynamics of Distributions in Search and Matching Models by Fokker-Planck Equations
Bayer, Christian, (2011)
-
Matching and Saving in Continuous Time: Proofs
Bayer, Christian, (2010)
-
Matching and Saving in Continuous Time: Theory
Bayer, Christian, (2010)
- More ...