کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5055086 | 1371482 | 2012 | 5 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A general framework for some economic problems with uncertainty and exogenous barriers
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موضوعات مرتبط
علوم انسانی و اجتماعی
اقتصاد، اقتصادسنجی و امور مالی
اقتصاد و اقتصادسنجی
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چکیده انگلیسی
This paper provides analytical solutions and regularity results for some second order PDEs of degenerate elliptic type. The motivation is to study several economic models with uncertainty where the variables are constrained by constant barriers.
⺠A mathematical framework for several stochastic dynamic models in economics. ⺠Models with an infinite horizon and state variables following a GBM are included. ⺠Such problems are hard to solve when there are several variables with constraints. ⺠We provide an explicit solution method. ⺠Further mathematical properties are studied.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Economic Modelling - Volume 29, Issue 6, November 2012, Pages 2320-2324
Journal: Economic Modelling - Volume 29, Issue 6, November 2012, Pages 2320-2324
نویسندگان
R. Agliardi, P. Popivanov, A. Slavova,