Non-Ergodic Dynamics (for Finance & Economics)
    or
Multiplicative Random Walks

Traditionally, much analysis of the dynamics of Finance and Economics has assumed that the systems under study are ergodic.  This is likely to be an unwarranted assumption.  This work explores non-ergodic aspects of dynamical systems, with particular focus on multiplicative random walk approaches.  Much of the work involves computer simulations of specific example systems.