Exponential stability of a class of stochastic investment systems (Q3403535)
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scientific article; zbMATH DE number 5670419
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| English | Exponential stability of a class of stochastic investment systems |
scientific article; zbMATH DE number 5670419 |
Statements
12 February 2010
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stochastic system
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Itô formula
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investment system
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exponential stability
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0.8864461183547974
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0.8071311712265015
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0.8066306114196777
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