scientific article; zbMATH DE number 5952701

MaRDI QIDQ3170419zbMATH OpenFDO

Authors Liyu Chen, Qimin Zhang

Publication date 29 September 2011

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)

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(3)

• The existence and uniqueness of strong solutions of stochastic investment systems of fixed assets
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