Mathematical modeling of the investing dynamics in the case of the non-saturated market

This paper is devoted to the mathematical modeling in such important component of the modern economics, as the investing. Two models are proposed. The first one describes the behavior of the gains in the case of the ideally centralized economics. This model is described by the ordinary differential equations with the stochastic coefficients. The second model describes the case of the market-economics. This one belongs to the class of the models with the variable structure of the connections. The qualitative results obtained due to the numerical experiment are easily interpretable and are confirmed by practice.