Stochastic Modelling оf Dynamics оf Economic System

Authors

  • Vladimir Anatolyevich Kurzenev Северо-Западный институт управления — филиал РАНХиГС , North-West Institute of Management — branch of the Russian Presidential Academy of National Economy and Public Administration Автор
  • Elena Borisovna Lychagina Северо-Западный институт управления — филиал РАНХиГС , North-West Institute of Management — branch of the Russian Presidential Academy of National Economy and Public Administration Автор

Keywords:

модель, экономика, стохастические дифференциальные уравнения, интегрирование

Abstract

In this article is presented the efficient dynamic model for one-sector economic on the base of stochastic differential equations. This model belongs to the exogenous class. Essential novelty of the model is in accounting of casual influences on economic system, including shock influences as well as its implementability on the base of computer technologies by using numerical methods of integration.

Published

2013-09-15

Issue

No. 5 (2013)

Section

Articles