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).
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
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.