一类随机SIRS金融投资模型的持久性分析  

Persistence Analysis of a Stochastic SIRS Financial Investment Model

作　　者：刘娟[1] 李云[1] LIU Juan;LI Yun(School of Mathematics and Physics,Bengbu University,Bengbu 233030,China)

机构地区：[1]蚌埠学院数理学院,安徽蚌埠233030

出　　处：《西安文理学院学报(自然科学版)》2024年第4期1-5,共5页Journal of Xi’an University(Natural Science Edition)

基　　金：国家自然科学基金资助项目(12001001);蚌埠学院自然科学研究项目(2022ZR03)

摘　　要：研究了一类具有非线性发生率的随机SIRS金融投资模型的持久性.首先给出系统的正不变集形式,进而介绍了动力系统中持久性的含义,并利用Itô公式及强大数定律得到了投资类资金持续存在的充分性条件.结果表明,当随机干扰较小时,投资类资金可能持续存在,这对于稳定金融市场具有重要的意义.The persistence of a class of stochastic SIRS financial investment model with nonlinear occurrence rate was studied.Firstly,the positive invariant set form of the system was given,and then the meaning of persistence in dynamical system was introduced.The sufficient conditions for the persistence of investment funds were obtained by using the Itô formula and the strong law of large numbers.The result indicates that when the random interference is small,investment-type funds may continue to exist.This result is of great significance for stabilizing the financial market.

关 键 词：金融投资模型 持久性 Itô公式 SIRS模型 

分 类 号：O175.12[理学—数学]