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随机Lotka-Volterra竞争系统下的市场结构的演进 被引量:1

The Evolution of Stochastic Competitive Market Structures of the Lotka-Volterra System
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摘要 避开市场处于均衡态的假设和边际成本等于边际收益的条件,研究了n维具有Markov转换的Lotka-Volterra随机竞争系统下市场结构的演进.在各种随机因素的干扰下,构成系统的各种产品的数目终将随机的维持在各自市场份额的均衡点,随机竞争系统是随机持久的,也是依分布渐近稳定的. The evolution of random competition market structure under Lotka-Voherra system with Markov switching is investigated without the conditions of the market in equilibrium hypothesis and marginal cost equaling to marginal revenue. Under all kinds of random disturbance, the number of various products consisting of system will be randomized to maintain market share of equilibrium respectively, the stochastic permanence and asymptotic sta- bility in distribution of the system are derived.
作者 付桐林
出处 《曲阜师范大学学报(自然科学版)》 CAS 2013年第2期47-50,共4页 Journal of Qufu Normal University(Natural Science)
基金 国家自然科学基金(71061012) 陇东学院青年科技创新项目(XYZK1208)
关键词 LOTKA-VOLTERRA模型 BROWNIAN运动 随机有界 依分布渐近稳定 MARKOV链 随机持久 Lotka-Volterra model Brownian motion stochastic boundedness asymptotic stability in distribu-tion Markov chain stochastic permanence
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参考文献13

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共引文献34

同被引文献15

  • 1孔东民.Lotka-Volterra系统下市场结构的演进[J].管理工程学报,2005,19(3):77-81. 被引量:33
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  • 3Slobodyml S. On impossibility of limit cycles in certain two dimensional continuous time grouth model [ J ]. Studies in Nonlinear Dynamics and Econometrics,2001,5 ( 1 ) : 33 - 40.
  • 4Zhu C, Yin. G. On hybrid competitive Lotka - Volterra ecosystems[ J ]. Nonlinear Anal,2009,71 : 1370 - 1379.
  • 5Zhu C, Yin G. On competitive Lotka- Volterra model in random environments[ J]. J Math" Ana.Appl,2009 ,357 :154 -170.
  • 6Li X, Mao X. Population dynamical behavior of non autonomous Lotka -Volterra competitive systems with random perturbation[ J3. Discrete and Continuous Dynamical Systems ,2009,24:523 -545.
  • 7Embrocates P, Kluppelberg C, Mikosch T. Modelling Extreme Events for Insurance and Finance [ M ]. Berlin:Springer -verlag, 1997.
  • 8Rolski T, Schmidt H, Schmidt Y, et al. Stochastic Process for Insurance and Finance[ M ]. Johe Wiley & Sons, 1999.
  • 9Stevene Shreve. Stochastic Calculus for Finance [ M ]. New York : Springer - verlag,2008.: 251 - 269.
  • 10吕王勇,高仕龙,马洪.广义copula的存在理论[J].四川师范大学学报(自然科学版),2010,33(2):159-161. 被引量:5

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