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ZHENG Lai-Yun, ZHANG Qi-Min. THE EXISTENCE AND UNIQUENESS OF STRONG SOLUTION OF STOCHASTIC INVESTMENT SYSTEMJ. 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 SYSTEMJ. 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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