On Stochastic Differential Equations with Stationary Random Components | ||
| The Egyptian Statistical Journal | ||
| Article 6, Volume 13, Issue 1, June 1969, Pages 87-97 PDF (6.55 M) | ||
| Document Type: Original Article | ||
| DOI: 10.21608/esju.1969.431106 | ||
| Author | ||
| Nasr S.K.* | ||
| Abstract | ||
| A particular system of stochastic differertial (s.d.) equations of the first order as investigated in "61 We considered here the (s.d.) equa-tion dy/dt = (a/K) y zit) where z(t) is :I stAtionar!. radium function and a ic are constants. For z(t) = 0 . the resulting equation represents a alacromodel of economic growth %Oh no gestation lag and no depreciation, where y represents the stock, x iN the capital-output ratio and CT is the sa%ings ratio. A particular form of the s.d. equation, in more than one independent variable, ( /t H y = S is intretduced (5.), where S is a random Ail2CiiOrk H is an ordinary function and ti i arc constants. | ||
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