财富积累的分布  

The Distribution of Wealth Cumulativeness

作　　者：林清泉[1] 

机构地区：[1]华中理工大学数学系

出　　处：《华中理工大学学报》1998年第10期13-15,共3页Journal of Huazhong University of Science and Technology

基　　金：国家自然科学基金资助项目(79670034)

摘　　要：引用随机分析中的局部时概念和反射Ｂｒｏｗｎ运动的Ｓｋｏｒｏｈｏｄ分解等理论，在通常条件下构造一个企业或个人在ｎ时刻的财富积累模型，当ｎ趋于无穷时它的极限分布可由反射Ｂｒｏｗｎ运动导出．这是把随机分析理论应用于经济分析的一个尝试．The concept of local time, the Skorohod decomposition of reflected Brownian motion and the theory of stochastic calculus are introduced. Under general condition, the model of the wealth cul- mulativeness of an enterprise or a person is developed. Its limit distribution led by the reflected Brow- nian motion is discussed provided that it extends to infinity. This is a try to apply stochastic calculus theory to the economic analysis.

关 键 词：财富积累过程 局部时 BROWN运动 

分 类 号：F224.11[经济管理—国民经济] O211.6[理学—概率论与数理统计]