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A Stochastic Model In Assessing Resources Dynamics Study


  • Manuel Alberto M. Ferreira
  • Jose Antonio Filipe

    (Instituto Universitario de Lisboa (ISCTE-IUL), UNIDE-IUL, Portugal
    Instituto Universitario de Lisboa (ISCTE-IUL), UNIDE-IUL, Portugal)


The problem of assessing resources dynamics is considered, through this paper, in the context of an economic system with Gaussian consumption and deterministic productivity. The methodology used consists basically in the presentation of a discrete time recursive equation that supports the Ornstein-Uhlenbeck diffusion process use. Some assumptions on the regeneration of the process are made, under which the sys-tem equilibrium is observed in what concerns the resources depreciation or accumula-tion.

Suggested Citation

  • Manuel Alberto M. Ferreira & Jose Antonio Filipe, 2012. "A Stochastic Model In Assessing Resources Dynamics Study," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 1(4), pages 388-392.
  • Handle: RePEc:ods:journl:v:1:y:2012:i:4:p:388-392

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