常系数投资消费模型中资产折算函数常用

A Practice of Asset Discount Function in the Constant Coefficient Investment-consumption Model

在有交易费的常系数投资消费模型下，讨论了资产折算的一个重要的基本性质，即给出了资产折算函数是变分不等式的粘性上解这一基本结果。

this paper gives the constant coefficient investment-consumption model under transaction costs and discusses an important property of assets discount, i. e. the asset discount function is a basic conponent of an viscosity supersolution of the variational inequality.