THE EXISTENCE AND UNIQUENESS OF STRONG SOLUTION OF STOCHASTIC INVESTMENT SYSTEM
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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.
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Keywords:
- investment model of fixed assets system /
- exitence /
- unique
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