| 财富积累的分布 |
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| 引用本文： | 林清泉.财富积累的分布[J].华中科技大学学报(自然科学版),1998(10). |
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| 作者姓名： | 林清泉 |
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| 作者单位： | 华中理工大学数学系 |
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| 基金项目： | 国家自然科学基金资助项目（79670034） |
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| 摘 要： | 引用随机分析中的局部时概念和反射Ｂｒｏｗｎ运动的Ｓｋｏｒｏｈｏｄ分解等理论，在通常条件下构造一个企业或个人在ｎ时刻的财富积累模型，当ｎ趋于无穷时它的极限分布可由反射Ｂｒｏｗｎ运动导出．这是把随机分析理论应用于经济分析的一个尝试．
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| 关 键 词： | 财富积累过程 局部时 Brown运动 |
The Distribution of Wealth Cumulativeness |
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| Lin Qingquan.The Distribution of Wealth Cumulativeness[J].JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE,1998(10). |
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| Authors: | Lin Qingquan |
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| Institution: | Lin Qingquan |
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| Abstract: | The concept of local time, the Skorohod decomposition of reflected Brownian motion and the theory of stochastic calculus are introduced. Under general condition, the model of the wealth cul- mulativeness of an enterprise or a person is developed. Its limit distribution led by the reflected Brow- nian motion is discussed provided that it extends to infinity. This is a try to apply stochastic calculus theory to the economic analysis. |
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| Keywords: | wealth cumulative processes local time Brownian motion |
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