【廿周年院庆学术报告115】 · 【和山数学论坛第394期】

一、报告题目：Stability and Mean Growth of Stochastic Solow Growth Models with Jump

二、报告人： 廖仲威 副教授

三、报告时间：2023年12月14日（周四）9:30-10:30

四、报告地点：太阳成集团tyc122cc A3-217

报告摘要：This work focuses on stochastic Solow growth models with uncertainties from technology and environmental variation. The uncertainty of technological progress is driven by Lévy processes, which include continuous perturbation and jump growth, while the uncertainty of environmental variability is characterized by Markov chains. First, in fixed environment, we introduce the criterion of stochastic stability and explicitly compute the mean growth rates of capital, total output and capital-labor ratio. Next, taking environmental variation into account, we describe the recurrence of the regime-switching process, and then give the rate of convergence of the system to its stationary distribution and the asymptotic boundedness of pth moment. Finally, a computable example is proposed, which is an economic system with negative and positive environments, to illustrate the effectiveness of our results. This work reveals the impact of various random effects on the main economic quantities and provides insight on stability and mean growth rates of stochastic Solow growth models with uncertainties from technology and environment.

报告人简介：廖仲威，北京师范大学副教授。毕业于北京师范大学，先后工作于中山大学和华南师范大学，并于澳大利亚墨尔本大学担任访问学者。现为北京师范大学珠海校区副教授。研究领域包括：随机过程稳定性；Lévy过程；马氏决策过程与最优化理论；Stein方法；经济增长模型等。研究工作发表于《SIAM J. CONTROL OPTIM.》,《J. OPTIMIZ. THEORY APP.》,《J. THEORET. PROBAB.》,《ADV. NONLINEAR STUD.》,《J. MATH. ECON.》,《INT. J. CONTROL》,《J. APPL. PROB.》,《ACTA MATH. SIN.》,《STOCH. ANAL. APPL.》等期刊。

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