Ӧ�ø���ͳ�� 2009, 25(6) 571-577 DOI:      ISSN: 1001-4268 CN: 31-1256

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�������Solowģ�͵Ľ�������
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ժҪ�� �������¿��������Solowģ��,
��Merton(1975)ģ�͵�������, ֤��������ģ�͵����΢�ַ��̵Ľ�Ϊ��ֵ,
�ⲹ����Merton�Ľ��.
�������΢�ַ���ƽ�����ָ�����ȶ��Բ����Merton�Ľ��,
�ó��ʱ����Ͷ��ı��ʻ��߳����ȶ�(����)�ֲ�, ���߳�ָ������.
����Щ�����, �Ͷ����������ʱ����۵IJ���������Ҫ����.
�ؼ����� ָ�����ȶ�   �ȶ�״̬�ֲ�   ��������   ƽ����.  
Some Asymptotic Properties of the Continuous-TimeStochastic Solow Model
Wu Fuke,Hu Shigeng
School of Mathematics and Statistics,Huazhong University of Science and Technology
Abstract: The paper reconsiders the continuous-time stochastic
Solow model and proves that the solution of the stochastic
differential equation that characterizes the model is positive under
the conditions of Merton's (1975) model, which fills a gap of his
result. By the trivial solution's exponential instability of
stochastic differential equations and combining with the previous
Merton's result, we find the capital/labor ratio will show the
steady-state (or asymptotic) distribution or exponential growth. In
these results, variances of population growth and capital
accomulation play important roles.
Keywords: Exponential instability   steady-state distribution   endogenous growth   trivial solution.  
�ո����� 1900-01-01 �޻����� 1900-01-01 ����淢������  
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