SIAM Journal on Numerical Analysis, Vol. 49, No. 5/6 (2011), pp. 2017-2038 (22 pages) General autonomous stochastic differential equations (SDEs) driven by one-dimensional Brownian motion in the ...
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This article describes a method for computing approximate equilibria for stochastic dynamic economies. The method is of general interest because it allows straightforward computation of equilibria in ...
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