A system of non-linear functional differential equations arising in an equilibrium model of an economy with borrowing constraints

A. Conze; J.-M. Lasry; J. A. Scheinkman

Annales de l'I.H.P. Analyse non linéaire (1991)

  • Volume: 8, Issue: 5, page 523-559
  • ISSN: 0294-1449

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Conze, A., Lasry, J.-M., and Scheinkman, J. A.. "A system of non-linear functional differential equations arising in an equilibrium model of an economy with borrowing constraints." Annales de l'I.H.P. Analyse non linéaire 8.5 (1991): 523-559. <http://eudml.org/doc/78264>.

@article{Conze1991,
author = {Conze, A., Lasry, J.-M., Scheinkman, J. A.},
journal = {Annales de l'I.H.P. Analyse non linéaire},
keywords = {stochastic economy; fixed point; delay equations; free boundary problem; hyperbolic system features; simulation},
language = {eng},
number = {5},
pages = {523-559},
publisher = {Gauthier-Villars},
title = {A system of non-linear functional differential equations arising in an equilibrium model of an economy with borrowing constraints},
url = {http://eudml.org/doc/78264},
volume = {8},
year = {1991},
}

TY - JOUR
AU - Conze, A.
AU - Lasry, J.-M.
AU - Scheinkman, J. A.
TI - A system of non-linear functional differential equations arising in an equilibrium model of an economy with borrowing constraints
JO - Annales de l'I.H.P. Analyse non linéaire
PY - 1991
PB - Gauthier-Villars
VL - 8
IS - 5
SP - 523
EP - 559
LA - eng
KW - stochastic economy; fixed point; delay equations; free boundary problem; hyperbolic system features; simulation
UR - http://eudml.org/doc/78264
ER -

References

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  1. [1] R.S. Lipster and A.N. Shiryayev, Statisctics of Random Process I-General Theory, Springer VerlagNew York, 1977. Zbl0364.60004MR474486
  2. [2] H. Nikaido, Convex Structures and Economic Theory, Academic Press, New York, 1972. Zbl0172.44502MR277233
  3. [3] J.A. Scheinkman and L. Weiss, Borrowing Constraints and Aggregate Economic Activity, Econometrica, Vol. 54, 1986. Zbl0576.90018MR822347

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