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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.
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