scientific article; zbMATH DE number 5952701

zbMATH Open1240.91143MaRDI QIDQ3170419FDOQ3170419

Authors: Liyu Chen, Qimin Zhang 

Publication date: 29 September 2011

Title of this publication is not available (Why is that?)

Recommendations

• The existence and uniqueness of strong solutions of stochastic investment systems of fixed assets
• Stability of solution to a class of investment system
• Exponential stability of a class of stochastic investment systems
• scientific article; zbMATH DE number 1381057
• Convergence of numerical solutions to fixed assets investment systems
• Explicit solution to an irreversible investment model with a stochastic production capacity
• On the stability measure of solutions to a vector version of an investment problem
• Existence of solutions for the nonlinear partial differential equation arising in the optimal investment problem
• Exact solution of an optimal control problem of investment in a diffusion model

zbMATH Keywords

Burkholder-Davis-Gundy inequalityItô formulainvestment system of fixed assets

Mathematics Subject Classification ID

Portfolio theory (91G10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80)

Cited In (3)

• The existence and uniqueness of strong solutions of stochastic investment systems of fixed assets
• Title not available (Why is that?)
• Existence, uniqueness, and stability of optimal payoffs of eligible assets

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3170419)