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Pirjol, Dan (2014) Long-run growth rate in a random multiplicative model. Journal of Mathematical Physics, 55. 83305pp. doi:10.1063/1.4886699

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Reference TypeJournal (article/letter/editorial)
TitleLong-run growth rate in a random multiplicative model
JournalJournal of Mathematical Physics
AuthorsPirjol, DanAuthor
Year2014 (August)Volume55
PublisherAIP Publishing
DOIdoi:10.1063/1.4886699Search in ResearchGate
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Mindat Ref. ID5770022Long-form Identifiermindat:1:5:5770022:3
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Full ReferencePirjol, Dan (2014) Long-run growth rate in a random multiplicative model. Journal of Mathematical Physics, 55. 83305pp. doi:10.1063/1.4886699
Plain TextPirjol, Dan (2014) Long-run growth rate in a random multiplicative model. Journal of Mathematical Physics, 55. 83305pp. doi:10.1063/1.4886699
In(n.d.) Journal of Mathematical Physics Vol. 55. AIP Publishing

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Pirjol, Dan (2014) Emergence of Heavy-Tailed Distributions in a Random Multiplicative Model Driven by a Gaussian Stochastic Process. Journal of Statistical Physics, 154. 781-806 doi:10.1007/s10955-013-0889-3
Pirjol, Dan (2022) Growth rate of a stochastic growth process driven by an exponential Ornstein–Uhlenbeck process. Journal of Mathematical Physics, 63 (8) 83303 doi:10.1063/5.0065342
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Cohen, Joel E (1979) Long-run growth rates of discrete multiplicative processes in Markovian environments. Journal of Mathematical Analysis and Applications, 69. 243-251 doi:10.1016/0022-247x(79)90191-4
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