The stochastic growth equation: the growth of funds
作者:
Roger Gay,
期刊:
International Journal of Mathematical Education in Science and Technology
(Taylor Available online 1998)
卷期:
Volume 29,
issue 2
页码: 253-259
ISSN:0020-739X
年代: 1998
DOI:10.1080/0020739980290208
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Stochastic differential equations enrich man's modelling capacity to an astonishing degree. To illustrate this in a familiar environment two applications of the stochastic growth equation are discussed. The first has a familiar deterministic analogue. The second uses a stochastic differential with a random number of contributing sub‐differentials. There is no deterministic analogue in this case. Both applications admit of closed form solutions in a tractable form.
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