1.

Record Nr.

UNINA9910438152003321

Titolo

Advances in mathematical economics . Volume 17 / / Shigeo Kusuoka, Toru Maruyama, editors

Pubbl/distr/stampa

Tokyo, : Springer, 2013

ISBN

4-431-54324-4

Edizione

[1st ed. 2013.]

Descrizione fisica

1 online resource (171 p.)

Collana

Advances in mathematical economics, , 1866-2226 ; ; v. 17

Altri autori (Persone)

KusuokaS <1954-> (Shigeo)

MaruyamaToru

Disciplina

330.0151

Soggetti

Economics, Mathematical

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Table of Contents; Law of large numbers and Ergodic Theorem for convex weak star compact valued Gelfand-integrable mappings; 1 Introduction; 2 Notations and Preliminaries; 3 Measurability and Conditional Expectation in the Dual Space; 4 Law of Large Numbers in a Dual Space; 5 Law of Large Numbers and Ergodic Theorem Involving Subdifferential Operators; References; Discounted optimal growth in a two-sector RSS model: a further geometric investigation; 1 Introduction; 2 The Model and Its Geometrical Antecedents; 3 The Case  1 < ξ < (1/(1-d)); 3.1 The Benchmarks; 3.2 Check-Map Dynamics

3.3 The McKenzie Bifurcation3.4 The Optimal Policy Correspondence; 4 The Case  (ξ- (1/ξ))(1-d) = 1; 4.1 The Benchmarks; 4.2 Check-Map Dynamics; 4.3 The McKenzie Bifurcation; 4.4 The Optimal Policy Correspondence; 5 The Case (ξ- 1)(1-d) = 1; 5.1 The Benchmarks; 5.2 Check-Map Dynamics; 5.3 Two Bifurcations; 5.4 The Optimal Policy Correspondence; 6 Concluding Observation; References; Gaussian K-scheme: justification for KLNV method; 1 Introduction; 2 Notation and Results; 3 Preparations; 4 Gaussian K-Scheme; 5 Approximation of SDE; 6 Approximation of Linear SDE; 7 Structure of Vector Fields

8 A Certain Class of Wiener Functionals9 Random Linear Operators; 10 Basic Lemma; 11 Commutation and Infinitesimal Difference; 12 Proof of Theorem 3; 13 Proof of Theorem 4; References; Competitive equilibria of a large exchange economy on the commodity space; 1 Introduction; 2 The Model and the Results; 2.1 Mathematical Preliminaries; 2.2



Description of the Economy; 3 Proofs of Theorems; References; Local consistency of the iterative least-squares estimator for the semiparametric binary choice model; 1 Introduction; 2 The Method; 3 Consistency; 4 Proof of Consistency

4.1 Differentiability of R4.2 Uniform Consistency of Rn; 4.3 Proof of Consistency; References; Subject Index; Instructions for Authors

Sommario/riassunto

A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.