开放型经济增长的随机过程模型

在确定性模型中引进不确定性,并在不确定性的基础上,利用随机过程的相关知识来研究C-D生产函数,证明了C-D函数存在满足初始条件的解,而且解以概率1为惟一.并分析了惟一解的Markov性质和扩散性质,分别利用漂移系数和扩散系数给出了产出弹性的计算公式和比值.通过实例验证了该模型的有效性.

Stochastic Process Model of Opening Economy Increase

Uncertainty was introduced in the certainty model and on the basis of the uncertainty,stochastic process correlation knowledge was employed to study the C-D function.That the C-D function as a solution meets the initial conditions was proved,which confirmed the solution to the probability of only 1.The character of Markov and diffusion of the only solution are analyzed.The flexibility of the output compute formula and ratio are given by using the excursion coefficient and diffusion coefficient.Model effecti...