随机Solow经济增长模型及其解的性质

STOCHASTIC SOLOW GROWTH MODEL IN ECONOMY AND ITS SOLUTION PROPERTIES

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．

Professor Solow, a Nolbelist on Economics in 1987, estabished a determined growth model for economy (1956) descripting truely a deterministic growth state in economy in the reality, but a bigger error may appear or even fail in non - determined phenomenon. This paper extends Banach principle of compression mapping and a fixed point theorem, and obtains some properties of main equation and stochastic solution of the model after expanding a solow model into a stochastic state.