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Un curso rápido de cálculo estocástico para aplicaciones a modelos económicos (segunda parte)

Author

Listed:
  • Ulises Carcamo Carcamo
  • Javier Arbeláez

Abstract

El curso continúa. Acá presentamos la fórmula de Ito extendida a n dimensiones y el concepto de Ecuación Diferencial Estocástica, en forma Matricial-vectorial. Se resuelve el caso lineal como caso especial y se aplica a la solución del modelo de Solow. Se anade un apéndice sobre la teoríade los sistemas de ecuaciones lineales con el fin de ayudar a entender la última parte

Suggested Citation

  • Ulises Carcamo Carcamo & Javier Arbeláez, 2005. "Un curso rápido de cálculo estocástico para aplicaciones a modelos económicos (segunda parte)," Revista Semestre Económico, Universidad de Medellín, November.
  • Handle: RePEc:col:000217:005606
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    File URL: http://revistas.udem.edu.co/index.php/economico/article/view/1098/1069
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