Random Disturbance Economic System Dynamic Analysis

This paper researchs the exchange rate question of economy by using the theory of probability knowledge. By the probability theory, we knew that, the small impact to the definite system may obviously change its behavior. In the theory of probability, it has already aroused more and more many people's interest to research the influence of the non-stochastic system stochastic. Because the stochastic economic and the non-stochastic economic mathematical framework is entirely different, carried on the comparative analysis of the qualitative balanced and stochastic balanced in economy, there are very few people conduct the careful inspection research at present. This paper had proven in the stochastic influence very small situation, the foreign exchange market stochastic balanced can be approximate highly to the qualitative balanced.However, if the anticipation is not complete rational but only approaches to the rationality, then the very small impact also can cause the latent big undulation. These new anticipations, were called draws up the rationality anticipation, which has simulated the noise swapper's behavior, draws up the rational litigant has the complete information, they use the short-term predictor and the long-term predictor, while the rational litigant uses the long-term predictor merely. About determined completely the situation very slightly deviates, if the litigant is draws up rationally, then it also can have the very big undulation to the exchange rate.