随机环境生灭过程模型的应用  

Application of birth and death progress model in stochastic environment

作　　者：陈欣[1,2] 和金生[1] 

机构地区：[1]天津大学管理学院 [2]天津医科大学基础医学院,天津300070

出　　处：《辽宁工程技术大学学报（自然科学版）》2005年第3期433-435,共3页Journal of Liaoning Technical University (Natural Science)

基　　金：国家自然科学基金资助项目(70272044);教育部博士点基金资助项目(20030056014)

摘　　要：运用随机过程理论分析完全竞争过程中竞争各方实力的变化规律,在证明随机环境中生灭过程的存在性的基础上,建立了随机环境下竞争参与者竞争实力模型;给出了完全竞争过程中竞争实力的转移特征;针对竞争过程的动态性,求出了迁入过程的数字特征。模型的随机性与因果性对立统一、抽象性与实用性相结合,结构严谨,通用性和重用性强,It's a new multidisciplinary study field to apply the theory of birth and death process in a stochastic environment to financial economics. It provides a method to explain how the competitive strengths of competitors in complete competition change from the viewpoint of stochastic process theory. Based on the proved existence of birth and death process in a stochastic environment, this paper builds a model of competitors' competitive strengths in stochastic environment and gives the transfer characteristics of competitive strengths in complete competition. Furthermore, the digital characteristics of immigrating process were evaluated to explain the dynamic process of competition. The framework of this model is well designed, organizing opposites as a unity, with randomness combined with causality, abstraction with practicality.

关 键 词：随机环境 过程模型 应用 随机过程理论 变化规律 生灭过程 竞争实力 数字特征 对立统一 存在性 力模型 参与者 动态性 因果性 随机性 实用性 抽象性 重用性 通用性 

分 类 号：O211.62[理学—概率论与数理统计] TP311.5[理学—数学]