两个随机相关的新古典增长模型的稳定性  

Stability of Stochastic Two Connected Neoclassical Growth Models

作　　者：陈杨[1] 谭建国 

机构地区：[1]天津工业大学,天津

出　　处：《应用数学进展》2020年第4期520-526,共7页Advances in Applied Mathematics

摘　　要：本文的目的是研究两个受白噪声影响的随机新古典增长模型的零平衡点稳定性。通过李雅普诺夫函数和Itô’s公式,得到了该模型的指数均方稳定性的新条件。最后,我们给出了两个例子来解释得到的结果。In this paper, our aim is to investigate the stability of the zero equilibrium point of stochastic two connected neoclassical growth models affected by white noise. By the aid of Lyapunov functional and Itô’s formula, we obtain a new condition on the exponentially mean square stable of this model. Finally, we give two examples to explain our result.

关 键 词：新古典增长模型 零平衡点 Ito’s公式 指数均方稳定 

分 类 号：G63[文化科学—教育学]