| 线性差分系统算子方法的几点注记 |
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| 引用本文： | 吴小明, 龙永红. 线性差分系统算子方法的几点注记[J]. 北京工业大学学报, 2003, 29(4): 477-480. |
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| 作者姓名： | 吴小明 龙永红 |
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| 作者单位： | 1. 湖南理工学院,计算机系,湖南,岳阳,414000
2. 中国人民大学信息学院,北京,100872 |
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| 摘 要： | 将p阶线性差分方程分解为p个一阶线性差分方程和的形式,利用一阶线性差分方程的结果导出p阶线性差分方程的动态性质,从而去掉已有文献中系统是稳定的这一假设.同时,使用算子方法(包括条件期望算子和滞后算子)来讨论含预期的红利模型,实现这一目标的关键在于条件期望的平滑性的算子表述.
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| 关 键 词： | 线性差分方程 滞后算子 动态乘数 条件期望 |
| 文章编号： | 0254-0037(2003)04-0477-04 |
| 收稿时间： | 2003-09-12 |
| 修稿时间： | 2003-09-12 |
Notes on Operator Methods for Linear Difference Systems |
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| WU Xiao-ming, LONG Yong-hong. Notes on Operator Methods for Linear Difference Systems[J]. Journal of Beijing University of Technology, 2003, 29(4): 477-480. |
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| Authors: | WU Xiao-ming LONG Yong-hong |
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| Abstract: | The authors deduce the dynamic property of pth-order linear difference equation by decomposing it into the sum of p first-order linear difference equations. Some known results are proved through operator methods without the assumption that the system is stable. The model of expected dividends is also discussed through operator methods. The crux of reaching the above targets lies in the operator expression on the smoothness of conditional expectation. |
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| Keywords: | linear difference equations lag operators dynamic multipliers conditional expectation |
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