This paper surveys recent advances in the application of random dynamical systems theory in economics. It illustrates the usefulness of this framework for modeling and analysis of economic phenomena with stochastic components, mainly focusing on stochastic dynamic models in economic growth. The...

This paper considers systems whose input signals are fuzzy stochastic processes of second order. The analysis is entirely restricted to discrete time linear time-invariant systems. Convergence conditions of the output are given. The equations on the mean value functions and the covariance...

Using the theory of dynamic systems with random structure the representation of nonstationary continuous time, generally non-Gaussian, processes with distinguishable states is considered. Switching of the partial subsystems is intended to be a Poisson point process and so the model has the...