共查询到20条相似文献,搜索用时 62 毫秒
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1987年诺贝尔(Nobel)经济学奖获得者Solow教授,建立了确定性的经济增长模型(1956年).它比较真实地描述了现实世界申的确定性的经济增长状况,然而对不确定性的现象,往往误差较大,甚至失效.本文把Solow模型扩展到随机情形,扩展了Banach压缩映像原理和不动点定理,获得了随机Solow模型主要方程和随机解的一些性质. 相似文献
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本文给出了在劳动力供给带弹性条件下的So1ow增长模型,给出了经济增长的黄金律和均衡处资本稳定性的证明,并且与不带弹性的Solow模型作了比较. 相似文献
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本文重新考虑连续时间随机Solow模型,在Merton(1975)模型的条件下,若噪声相对较小时,资本及利率的随机微分方程存在唯一全局正解.本文证明这两类模型存在唯一的稳定分布. 相似文献
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条件极值问题 ,在日常生活中应用极广 ,涉及到的知识面较为广阔 ,解法多样 .对于某些具有圆型或有限和型条件 ,而且目标函数是圆型或有限和型函数的条件极值问题 ,可通过构造恰当的向量 ,利用向量内积不等式获得简便的解法 ,本文将通过几个具体的例子予以介绍 .本文要用关于向量内积的基本不等式 (柯西不等式 ) :若 m =(m1,m2 ,… ,mk)、 n =(n1,n2 ,… ,nk)是k维向量 , m·n=∑ki=1mini(称为向量 m与 n的内积 ) ,| m | =∑ki=1m2 i12 (称为向量 m的模或长度 ) ,则 | m· n|≤ | m |·| n| .上式等… 相似文献
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本文重新考虑了随机Solow模型,在Merton(1975)模型的条件下, 证明出描述模型的随机微分方程的解为正值,这补充了Merton的结果.利用随机微分方程平凡解的指数不稳定性并结合Merton的结果,得出资本与劳动的比率或者呈现稳定(渐近)分布, 或者呈指数增长.在这些结果中, 劳动力供给与资本积累的波动起着重要作用. 相似文献
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Alexander Ženíšek 《Applications of Mathematics》2004,49(5):405-413
Extensions from H
1(P) into H
1() (where P ) are constructed in such a way that extended functions satisfy prescribed boundary conditions on the boundary of . The corresponding extension operator is linear and bounded. 相似文献
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L. Yu. Kolotilina 《Journal of Mathematical Sciences》2006,132(2):166-189
The paper considers the singularity/nonsingularity problem for matrices satisfying certain conditions of diagonal dominance.
The conditions considered extend the classical diagonal dominance conditions and involve the directed graph of the matrix
in question. Furthermore, in the case of the so-called mixed diagonal dominance, the corresponding conditions are allowed
to involve both row and column sums for an arbitrary finite set of matrices diagonally conjugated to the original matrix.
Conditions sufficient for the nonsingularity of quasi-irreducible matrices strictly diagonally dominant in certain senses
are established, as well as necessary and sufficient conditions of singularity/nonsingularity for weakly diagonally dominant
matrices in the irreducible case. The results obtained are used to describe inclusion regions for eigenvalues of arbitrary
matrices. In particular, a direct extension of the Gerschgorin (r = 1) and Ostrowski-Brauer (r = 2) theorems to r ≥ 3 is presented.
Bibliography: 18 titles.
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 309, 2004, pp. 40–83. 相似文献
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We give a determinantal formula for tau functions of the KP hierarchy in terms of rectangular constant matrices A, B, and C satisfying a rank-one condition. This result is shown to generalize and unify many previous results of different authors on constructions of tau functions for differential and difference integrable systems from square matrices satisfying rank-one conditions. In particular, its explicit special cases include Wilson's formula for tau functions of the rational KP solutions in terms of Calogero–Moser Lax matrices and our previous formula for the KP tau functions in terms of almost-intertwining matrices. 相似文献
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H.-P. A. Künzi 《Acta Mathematica Hungarica》2002,95(4):345-357
It is shown that a quasi-metrizable space possesses a
-base if and only if it admits a left
-complete quasi-metric and that a quasi-metrizable Moore space possesses a
-base if and only if it admits a Smyth complete quasi-metric. Furthermore those quasi-metrizable Moore spaces are characterized that admit a right
-complete (equivalently, bicomplete) quasi-metric. Finally, it is established that a topological space admits a Smyth complete quasi-uniformity if and only if it is quasi-sober. 相似文献
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The present paper is concerned with the study of the optimality conditions for constrained multiobjective programming problems in which the data have locally Lipschitz Jacobian maps. Second-order necessary and sufficient conditions for efficient solutions are established in terms of second-order subdifferentials of vector functions. 相似文献
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Suppose one looks for a square integral matrix N, for which NNT has a prescribed form. Then the Hasse-Minkowski invariants and the determinant of NNT lead to necessary conditions for existence. The Bruck-Ryser-Chowla theorem gives a famous example of such conditions in case N is the incidence matrix of a square block design. This approach fails when N is singular. In this paper it is shown that in some cases conditions can still be obtained if the kernels of N and NT are known, or known to be rationally equivalent. This leads for example to non-existence conditions for self-dual generalised polygons, semi-regular square divisible designs and distance-regular graphs. 相似文献