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The stochastic monetary model with delay

机译:带有延迟的随机货币模型

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This paper addresses an autonomous stochastic system with delay which describes a monetary system involving interest rate, investment demand and price index. We analyze the deterministic model and the stochastic model with perturbation. For the stochastic system with delay we identify the differential equations for the mean values as well as for the mean square value. The last part of the paper includes numerical simulations and conclusions.
机译:本文提出了一种具有延迟的自治随机系统,该系统描述了一种包含利率,投资需求和价格指数的货币系统。我们分析了带有扰动的确定性模型和随机模型。对于具有延迟的随机系统,我们确定了均值和均方值的微分方程。本文的最后一部分包括数值模拟和结论。

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