In this paper, a direct procedure for estimating the parameters of a continuous-time model of a dynamical stochastic system is presented.
本文提出一种在频率域内直接估计随机动态系统的连续时间模型参数的快速迭代算法。
We formulate the problem as a continuous-time stochastic control model. Through analyzing the properties of the expected value function, we derive its close-form solution.
我们将该问题描述为一个连续时间随机控制模型，通过对价值函数性质的讨论，我们给出了模型的封闭解。
The uncertain longevity and endogenous fertility were introduced into a stochastic model in the continuous time, overlapping generations′ economy.
在生育率内生的情况下，引入寿命不确定性，建立生育率、死亡概率和经济增长率的随机动态模型。
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