Exponential stability of a class of stochastic investment systems

MaRDI QIDQ3403535zbMATH OpenFDO

Authors Yan-ping Ma, Qimin Zhang

Publication date 12 February 2010

zbMATH Keywords

exponential stabilitystochastic systemItô formulainvestment system

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Financial applications of other theories (91G80) Stochastic stability in control theory (93E15)

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• The existence and uniqueness of strong solutions of stochastic investment systems of fixed assets
• The exponential stability of the solution of stochastic neutral technical progress and investment system

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