一类随机投资发展系统的指数稳定性

Exponential Stability of a Class of Stochastic Investment System

利用公式It^o和Kolmogorov,Burkholder-Davis-Gundy不等式,讨论了Hilbert空间中一类随机投资发展系统的指数稳定性,给出了指数稳定的充分条件,所得结论是对已有结果的推广和完善.

Using Ito formula, Burkholder-Davis-Gundy lemma and Kolmogorov inequality, exponential stability of a class of stochastic investment system is discussed. A sufficient condition of the exponential stability is obtained. This result is an improvement and extension of the existing results.