• Overview of Chinese core journals
  • Chinese Science Citation Database(CSCD)
  • Chinese Scientific and Technological Paper and Citation Database (CSTPCD)
  • China National Knowledge Infrastructure(CNKI)
  • Chinese Science Abstracts Database(CSAD)
  • JST China
  • SCOPUS
ZHENG Lai-Yun, ZHANG Qi-Min. THE EXISTENCE AND UNIQUENESS OF STRONG SOLUTION OF STOCHASTIC INVESTMENT SYSTEM[J]. Journal of South China Normal University (Natural Science Edition), 2011, (4).
Citation: ZHENG Lai-Yun, ZHANG Qi-Min. THE EXISTENCE AND UNIQUENESS OF STRONG SOLUTION OF STOCHASTIC INVESTMENT SYSTEM[J]. Journal of South China Normal University (Natural Science Edition), 2011, (4).

THE EXISTENCE AND UNIQUENESS OF STRONG SOLUTION OF STOCHASTIC INVESTMENT SYSTEM

More Information
  • Received Date: January 18, 2011
  • Revised Date: April 21, 2011
  • 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.

Catalog

    Article views (1283) PDF downloads (338) Cited by()

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return