Essays on the models of disequilibrium dynamics. Part 2: Propagation of chaos and its applications

The paper presents a new method for disequilibrium economics modelling, by which micro-dynamics and macro-dynamics are treated as a combined and unified system. The micro-dynamics is described as a system of stochastic processes of many agents whose behaviors are effected by the mean field. The macro-dynamics is presented as a stochastic aggregation of micro-dynamics. When the number of agents tends to infinity, applying the theory of propagation of chaos to the above systems, we can obtain a system of nonlinear stochastic processes of micro-dynamics and a deterministic system of macro-dynamics. [In Japanese.]