𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Stationary uncertainty frontiers in macroeconometric models and existence and uniqueness of solutions to matrix Riccati equations

✍ Scribed by Cuong Le Van


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
942 KB
Volume
11
Category
Article
ISSN
0165-1889

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Existence, Uniqueness, and Asymptotic Be
✍ Takeshi Taniguchi; Kai Liu; Aubrey Truman πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 160 KB

In this paper we shall consider the existence, uniqueness, and asymptotic behavior of mild solutions to stochastic partial functional differential equations with finite delay r > 0: dX(t)=[ -AX(t)+f(t, X t )] dt+g(t, X t ) dW(t), where we assume that -A is a closed, densely defined linear operator a

Existence and uniqueness of positive sol
✍ A. Majorana πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 379 KB

The linear functional equation &.z = L(z) -TL is considered. The linear operator L acts on a linear metric space of real functions z depending on t and on a parameter w belonging to a subset of Wm. The existence and uniqueness to a nonnegative solution of the initial value problem is shown. An appli

Existence and uniqueness of solutions to
✍ Bertram DΓΌring; Ansgar JΓΌngel πŸ“‚ Article πŸ“… 2005 πŸ› Elsevier Science 🌐 English βš– 379 KB

A quasilinear parabolic equation with quadratic gradient terms is analyzed. The equation models an optimal portfolio in so-called incomplete financial markets consisting of risky assets and non-tradable state variables. Its solution allows to compute an optimal portfolio strategy. The quadratic grad