| 随机固定资产投资系统数值解的收敛性 |
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| 引用本文： | 路新玲,张启敏.随机固定资产投资系统数值解的收敛性[J].宁夏师范学院学报,2007,28(6):77-81. |
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| 作者姓名： | 路新玲 张启敏 |
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| 作者单位： | 宁夏大学,数学与计算机学院,宁夏,银川市,750021 |
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| 摘 要： | 讨论了含有非局部和时滞边界条件的分布参数随机固定资产投资系统模型的数值解,用Euler方法给出系统的逼近序列,利用随机分析中的It(?)公式,Burkholder-Davis-Gundy不等式和Cauchy-Schwarz不等式,在局部Lipschitz条件下,证明了随机固定资产投资系统数值解的有界性和收敛性.
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| 关 键 词： | 固定资产投资系统 Euler方法 数值解 |
| 文章编号： | 1674-1331（2007）06-0077-05 |
| 收稿时间： | 2007-09-01 |
| 修稿时间： | 2007年9月1日 |
Convergence of Numerical Solutions to Investment Model of Fixed Assets with Stochastic Disturbance |
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| LU Xinlin,ZHANG Qimin.Convergence of Numerical Solutions to Investment Model of Fixed Assets with Stochastic Disturbance[J].Journal of Ningxia Teachers College,2007,28(6):77-81. |
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| Authors: | LU Xinlin ZHANG Qimin |
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| Abstract: | The paper studies numerical solutions to stochastic fixed assets investment model,which involves distributed parameter system with non-local and delayed boundary condition.The iterative approximation sequence is given by using Euler numerical method.Boundedness and convergence of numerical solutions to investment model of the fixed assets with stochastic disturbance are proved in the local Lipschitz condition with It(?) formula,Burkholder-Davis-Gundy inequality and Canchy inequality. |
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| Keywords: | Investment Euler method Numerical solutions |
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