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随机Solow模型的平稳分布
  • ISSN号：1001-9847
  • 期刊名称：《应用数学》
  • 时间：0
  • 分类：O211.63[理学—概率论与数理统计;理学—数学]
  • 作者机构：华中科技大学数学与统计学院
  • 相关基金：Supported by the NNSF of China(11001091)
作者： 雷冬霞[1], 黄永忠[1]
关键词： BROWN运动, SOLOW模型, It?公式, 平稳分布
中文摘要：

本文重新考虑连续时间随机Solow模型,在Merton(1975)模型的条件下,若噪声相对较小时,资本及利率的随机微分方程存在唯一全局正解.本文证明这两类模型存在唯一的稳定分布.

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随机泛函微分方程数值解的稳定性及相关应用
期刊论文 27 会议论文 1 著作 1
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期刊信息
  • 《应用数学》
  • 北大核心期刊（2011版）
  • 主管单位:国家教育部
  • 主办单位:华中科技大学
  • 主编：李大潜
  • 地址：武汉珞喻路1037号华中科技大学逸夫科技大楼南楼902室
  • 邮编：430074
  • 邮箱：yysx_hust@163.com
  • 电话：027-87543831
  • 国际标准刊号：ISSN：1001-9847
  • 国内统一刊号：ISSN：42-1184/O1
  • 邮发代号:38-61
  • 获奖情况:
  • 中国科学引文数据库来源期刊,中国学术期刊综合评价数据库来源期刊
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  • 被引量:4139