Stochastic dynamic balance sheet models

Autorentext

Jernest Mawriciewich Axen', professor kafedry äkonomiki i uprawleniq Belorusskogo gosudarstwennogo äkonomicheskogo uniwersiteta, doktor äkonomicheskih nauk, kandidat fiziko-matematicheskih nauk.

Klappentext

The collection includes five scientific articles on stochastic modeling of the dynamics of the system of sectoral indicators in continuous time. The articles describe the methods developed by the author to model the dynamics of direct cost coefficients, the dynamics of the system of sectoral indicators with the help of coefficients reflecting the proportions of specific gross investment in different industries, using the theory of utility, as well as a system of ordinary third order differential equations. The mathematical correctness of the presented methods is grounded and the method of numerical modeling is offered.