A stochastic distribution of a business cycle

2008 Fiscal Year Final Research Report

• Project/Area Number: 17540134
• Research Category: Grant-in-Aid for Scientific Research (C)
• Allocation Type: Single-year Grants
• Section: 一般
• Research Field: General mathematics (including Probability theory/Statistical mathematics)
• Research Institution: Chuo University
• Principal Investigator: NISHIOKA Kunio Chuo University, 商学部, 教授 (60101078)
• Co-Investigator(Kenkyū-buntansha): AOKI Nobuo 中央大学, 商学部, 教授 (60087020) ; SATO Sadao 東京電機大学, 理工学部, 教授 (10170747) ; SUMI Naoya 東京工業大学, 大学院理工学研究科, 准教授 (50301411)
• Project Period (FY): 2005 – 2008
• Keywords: 経済成長方程式 / 確率摂動 / 漸近挙動 / 定常状態 / 景気循環 / 境界条件を持つ拡散過程 / Inada条件

Research Abstract

景気循環を駆動する「経済成長モデル」として,"労働人口の変動","技術革新の度合い"の2項が確率摂動をうける確率モデルを構築した.さらにそれらの平均値と分散を含む幾つかの経済指標により,経済成長の漸近挙動を完全に分類した.

Research Products

• [Journal Article] Economic growth under two stochastic perturbations (2009)
  • Author(s): K. Nishioka
  • Journal Title: 京大 数理研講究録 1620 Pages: 53-66
• [Journal Article] Two dimensional linear dynamical systems with small random terms (2007)
  • Author(s): K. Nishioka
  • Journal Title: Stochastic Economic Dynamics Pages: 101-132
  • Peer Reviewed
• [Journal Article] Stochastic growth models of an isolated economy (2007)
  • Author(s): K. Nishioka
  • Journal Title: Stochastic Processes and Applications to Mathematical Finance Pages: 259-274
  • Peer Reviewed
• [Journal Article] Absolutely continuous invariant measures for expansive diffeomorphisms of the 2-torus (2007)
  • Author(s): M. Hirayama and N. Sumi
  • Journal Title: Hiroshima Math. J. 37 Pages: 491-517
  • Peer Reviewed
• [Journal Article] 確率項を含む経済成長方程式 (2006)
  • Author(s): 西岡 國雄
  • Journal Title: 京大 数理研講究録 1462 Pages: 178-186
• [Presentation] 2つの確率項を含む経済成長方程式 (2008)
  • Author(s): 西岡 國雄
  • Organizer: 確率論シンポジウム
  • Place of Presentation: 東京工業大学
  • Year and Date: 2008-12-17
• [Presentation] Economic growth with stochastic perturbations (2008)
  • Author(s): K. Nishoka
  • Organizer: 確率解析に於ける諸問題 VIII
  • Place of Presentation: 京都大学数理解析研
  • Year and Date: 2008-07-09
• [Presentation] Stochastic growth models of an isolated economy (2006)
  • Author(s): K. Nishioka
  • Organizer: Stochastic processes and applications to mathematical finance 2006
  • Place of Presentation: 立命館大学
  • Year and Date: 2006-03-07
• [Presentation] 確率摂動を含む経済成長 (2006)
  • Author(s): 西岡 國雄
  • Organizer: 数理ファイナンスとその周辺
  • Place of Presentation: 一橋大学
  • Year and Date: 2006-01-26
• [Presentation] 確率摂動を含む経済成長方程式 (2005)
  • Author(s): 西岡 國雄
  • Organizer: 確率過程とその周辺
  • Place of Presentation: 京都大学
  • Year and Date: 2005-12-22
• [Book] 解析的視点からの力学系 (2008)
  • Author(s): 青木 統夫
  • Total Pages: 241
  • Publisher: 培風館
• [Book] 数理ファイナンスの基礎 (2005)
  • Author(s): 西岡 國雄
  • Total Pages: 116
  • Publisher: 東京都立大学出版会