Stability of Solution to a Nonlinear Investment System

摘要：

A class of nonlinear stochastic neutral technical progress and investment system is given in this paper.Adopting the theory of stochastic functional differential equation,and using It(o) formula,Gronwalls lemma and Barkholder-Davis-Gundys lemma,exponential stability of strong solution is proved for a class of nonlinear stochastic neutral technical progress and investment system on Hilbert space.Also a sufficient condition of the exponential stability is obtained.The results are the improvement and extension of the existed results of this field.

关键词： It(o) formula Stochastic investment system Stability

作者: ZHAN-PING WANG

作者单位: School of Mathematics and Computer Science,Ningxia University,Yinchuan 750021,China

会议类型: 国际会议

会议名称: The 2008 International Conference on Business Intelligence and Financial Engineering(BIFE 2008)(商业智能和金融工程国际会议)

会议地点: 长沙

会议语种:英文

页码: 1036-1040

在线出版日期: 2008-10-28（万方平台首次上网日期，不代表论文的发表时间）