Stochastic growth under Wiener and Poisson uncertainty

By Thomas Steger. 2005

61 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/bfcdda478048063bde17db3ab7f4e2927672ce44

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Ken Sennewald
2. Klaus Wälde

Citations in the corpus

• “Itô's Lemma” and the Bellman Equation for Poisson Processes: An Applied View (2006, methodology): “In order to find out whether consumption growth accelerates or slows down, we consider Keynes-Ramsey rule (33) applied on the 21 This is an alternative to Steger (2005) who uses two symmetric Poisson processes instead of one here.”
• Controlled Stochastic Differential Equations under Poisson Uncertainty and with Unbounded Utility (2007, background): “, Wälde (1999) and the accompanying paper Sennewald and Wälde (2005) or, for the case of Brownian motion, Turnovsky (2000).”