International audienceFor Markovian economic models, long-run equilibria are typically identified with the stationary (invariant) distributions generated by the model. In this paper weprovide new sufficient conditions for continuity in the map from parameters to these equilibria. Several existing results are shown to be special cases of our theorem
In this article, we show how ideas, methods and results from optimal transportation can be used to s...
Abstract Computing the stationary distributions of a continuous-time Markov chain (CTMC) involves s...
AbstractLet z(t) ∈ Rn be a generalized Poisson process with parameter λ and let A: Rn → Rn be a line...
International audienceFor Markovian economic models, long-run equilibria are typically identified wi...
For Markovian economic models, long-run equilibria are typically identified with the stationary (inv...
Let be a Markov chain with a unique stationary distribution . Let h be a bounded measurable function...
Let F≡ {f:f:[0, ∞) → [0, ∞), f(0) =0,f continuous,lim <SUB>x↓0</SUB> f...
AbstractThe notion of continuity for continuous-time information sources which was introduced by Pin...
Local conservation of probability, expressed as the continuity equation, is a central feature of non...
In this paper, we provide a Doob-style consistency theorem for stationary models. Many applications ...
We study a dynamic stochastic general equilibrium model in continuous time. Related work has proven ...
The primary objects of study in this dissertation are semistochastic processes. The types of semist...
Abstract We prove existence of stationary Markov perfect equilibria in an infinite-horizon model of ...
In this paper we introduce two general non-parametric first-order stationary time-series models for ...
summary:The aim of this paper is to establish theorems on the absolute continuity of translation as ...
In this article, we show how ideas, methods and results from optimal transportation can be used to s...
Abstract Computing the stationary distributions of a continuous-time Markov chain (CTMC) involves s...
AbstractLet z(t) ∈ Rn be a generalized Poisson process with parameter λ and let A: Rn → Rn be a line...
International audienceFor Markovian economic models, long-run equilibria are typically identified wi...
For Markovian economic models, long-run equilibria are typically identified with the stationary (inv...
Let be a Markov chain with a unique stationary distribution . Let h be a bounded measurable function...
Let F≡ {f:f:[0, ∞) → [0, ∞), f(0) =0,f continuous,lim <SUB>x↓0</SUB> f...
AbstractThe notion of continuity for continuous-time information sources which was introduced by Pin...
Local conservation of probability, expressed as the continuity equation, is a central feature of non...
In this paper, we provide a Doob-style consistency theorem for stationary models. Many applications ...
We study a dynamic stochastic general equilibrium model in continuous time. Related work has proven ...
The primary objects of study in this dissertation are semistochastic processes. The types of semist...
Abstract We prove existence of stationary Markov perfect equilibria in an infinite-horizon model of ...
In this paper we introduce two general non-parametric first-order stationary time-series models for ...
summary:The aim of this paper is to establish theorems on the absolute continuity of translation as ...
In this article, we show how ideas, methods and results from optimal transportation can be used to s...
Abstract Computing the stationary distributions of a continuous-time Markov chain (CTMC) involves s...
AbstractLet z(t) ∈ Rn be a generalized Poisson process with parameter λ and let A: Rn → Rn be a line...
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