一类具有随机扰动的固定资产投资系统强解的存在性和唯一性

THE EXISTENCE AND UNIQUENESS OF STRONG SOLUTION OF STOCHASTIC INVESTMENT SYSTEM

摘要: 本文对一类具有随机扰动的固定资产投资系统模型，运用Gronwall和Barkholder-Davis-Gund引理，讨论了Hilbert空间的随机固定资产投资系统强解的存在性和唯一性，并给出了解的存在性唯一性的条件。

Abstract: A class dynamic investment model of fixed assets is given in the paper. Applying Gronwall's lemma and Barkholder-Davis-Gundy's lemma, existence and uniqueness of strong solution are proved for the model in Hilbert Space.