Asymptotic behavior of a stochastic combustion growth process
نویسندگان
چکیده
منابع مشابه
Asymptotic Behavior of a Stochastic Discount Rate
The mean discount rate for a simple stochastic model behaves asymptotically roughly like 1/ √ n in contrast to the usual geometric discounting in a deterministic model. AMS (2000) subject classifications. 60F99, 60J05, 60G42.
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ژورنال
عنوان ژورنال: Journal of the European Mathematical Society
سال: 2004
ISSN: 1435-9855
DOI: 10.4171/jems/11