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<P>NANCY L. STOKEY的讲义《Brownian models in economics》。</P>
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<P><STRONG>Brownian models in economics</STRONG><br>Nancy L. Stokey<br>November 10, 2006<br>TABLE OF CONTENTS<br><br>I. MATHEMATICAL PRELIMINARIES<br>Chapter 1: Stochastic processes, Brownian motion, diffusions</P>
<P>Chapter 2: Stochastic integrals, Ito’s lemma</P>
<P>Chapter 3: Martingales</P>
<P>Chapter 4: Useful formulas for Brownian motions</P>
<P>II. IMPULSE CONTROL MODELS</P>
<P>Chapter 5: Exercising an option</P>
<P>Chapter 6: Menu cost models</P>
<P>Chapter 7: Aggregate models with price adjustment</P>
<P>Chapter 8: Inventory models</P>
<P>Chapter 9: Durable goods</P>
<P>III. INSTANTANEOUS CONTROL MODELS</P>
<P>Chapter 10: Regulated Brownian motion</P>
<P>Chapter 11: Investment</P>
<P>APPENDICES</P>

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