Exponential stability of a class of stochastic investment systems

zbMATH Open1199.91276MaRDI QIDQ3403535FDOQ3403535

Authors: Yan-ping Ma, Qimin Zhang 

Publication date: 12 February 2010

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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)

Cited In (4)

• Title not available (Why is that?)
• Stability of solution to a class of investment system
• 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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