On Stochastic Differential Equations with Stationary Random Components | ||||
| The Egyptian Statistical Journal | ||||
| Article 6, Volume 13, Issue 1, June 1969, Page 87-97 PDF (6.55 MB) | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.1969.431106 | ||||
 View on SCiNiTO | ||||
| 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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