A particular system of stochastic differertial (s.d.) equations of the first order as investigated in "61 We considered here the (s.d.) equa-tion dy/dt = (a/K) y zit) where z(t) is :I stAtionar!. radium function and a ic are constants. For z(t) = 0 . the resulting equation represents a alacromodel of economic growth %Oh no gestation lag and no depreciation, where y represents the stock, x iN the capital-output ratio and CT is the sa%ings ratio. A particular form of the s.d. equation, in more than one independent
variable, ( /t H y = S is intretduced (5.), where S is a random Ail2CiiOrk H is an ordinary function and ti i arc constants.
S.K., N. (1969). On Stochastic Differential Equations with Stationary Random Components. The Egyptian Statistical Journal, 13(1), 87-97. doi: 10.21608/esju.1969.431106
MLA
Nasr S.K.. "On Stochastic Differential Equations with Stationary Random Components", The Egyptian Statistical Journal, 13, 1, 1969, 87-97. doi: 10.21608/esju.1969.431106
HARVARD
S.K., N. (1969). 'On Stochastic Differential Equations with Stationary Random Components', The Egyptian Statistical Journal, 13(1), pp. 87-97. doi: 10.21608/esju.1969.431106
VANCOUVER
S.K., N. On Stochastic Differential Equations with Stationary Random Components. The Egyptian Statistical Journal, 1969; 13(1): 87-97. doi: 10.21608/esju.1969.431106
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