马尔可夫调制的Kaldor-Kalecki模型的随机稳定性仿真研究
Simulation of Stochastic Stability of Kaldor-Kalecki Model with Markovian Switching
DOI: 10.12677/WER.2017.64013, PDF,    科研立项经费支持
作者: 周路军：湖南农业大学经济学院，长沙 湖南
关键词: Kaldor-Kalecki模型；随机微分方程；时滞；马尔可夫链；稳定性；Kaldor-Kalecki Model； Stochastic Differential Equation； Delayed Time； Markovian Switching； Stability
摘要: 本文研究了经济周期模型受到随机性波动及两状态马尔可夫链切换的影响，通过利用随机稳定性方法探讨了在给定参数条件下的具有时滞的Kaldor-Kalecki模型的稳定性行为，得到了解的稳定性的仿真结果。
Abstract: This paper studies that the economic system is in the random environment which has Markov chain with two discrete values. By using the method of stochastic stability and the given parameters, the stability of the solution of the random Kaldor-Kalecki model with Markovian Switching is discussed, and the illustrative simulation is obtained.
文章引用：周路军. 马尔可夫调制的Kaldor-Kalecki模型的随机稳定性仿真研究[J]. 世界经济探索, 2017, 6(4): 109-114. https://doi.org/10.12677/WER.2017.64013

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