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Figueira, J. & Ferreira, M. A. M. (2006). Resources dynamics from the point of view of the regenerated Ornstein-Uhlenbeck model. In Kovacova, M. (Ed.), 5th International Conference APLIMAT 2006. (pp. 433-436). Bratislava, Slovakia: Slovak University of Technology in Bratislava.
J. P. Figueira and M. A. Ferreira, "Resources dynamics from the point of view of the regenerated Ornstein-Uhlenbeck model", in 5th Int. Conf. APLIMAT 2006, Kovacova, M., Ed., Bratislava, Slovakia, Slovak University of Technology in Bratislava, 2006, pp. 433-436
@inproceedings{figueira2006_1734960034087, author = "Figueira, J. and Ferreira, M. A. M.", title = "Resources dynamics from the point of view of the regenerated Ornstein-Uhlenbeck model", booktitle = "5th International Conference APLIMAT 2006", year = "2006", editor = "Kovacova, M.", volume = "", number = "", series = "", pages = "433-436", publisher = "Slovak University of Technology in Bratislava", address = "Bratislava, Slovakia", organization = "" }
TY - CPAPER TI - Resources dynamics from the point of view of the regenerated Ornstein-Uhlenbeck model T2 - 5th International Conference APLIMAT 2006 AU - Figueira, J. AU - Ferreira, M. A. M. PY - 2006 SP - 433-436 CY - Bratislava, Slovakia AB - 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. ER -