吉首大学学报(自然科学版) ›› 2025, Vol. 46 ›› Issue (3): 1-4.DOI: 10.13438/j.cnki.jdzk.2025.03.001

• 数学 •    下一篇

一类具有饱和发生率的随机金融投资模型

刘娟,李云   

  1. (蚌埠学院数理学院,安徽 蚌埠 233030)
  • 出版日期:2025-05-25 发布日期:2025-06-12
  • 作者简介:刘娟(1979-),女,江苏宿迁人,蚌埠学院数理学院教授,硕士,主要从事微分方程和生物数学研究.
  • 基金资助:
    国家自然科学基金资助项目(12001001);蚌埠学院自然科学研究项目(2022ZR03)

A Stochastic Financial Investment Model with Saturation Incidence

LIU Juan,LI Yun   

  1. (School of Mathematics and Physics,Bengbu University,Bengbu 233030,Anhui China)
  • Online:2025-05-25 Published:2025-06-12

摘要:基于确定型金融投资模型,采用动力系统仓室理论建立了一类具有饱和发生率的随机金融投资模型,并利用随机微分方程理论讨论了模型正解的存在性及唯一性,通过It公式及强大数定律得到了投资类资金消失的充分条件.结果表明,投资环境中的不确定因素对金融市场的影响较大.

关键词: 金融投资模型, 随机微分方程, 噪声强度, 强大数定律

Abstract: On the basis of deterministic financial investment model,a stochastic financial investment model with saturation rate was established by using the dynamic system compartment theory.The existence and uniqueness of positive solutions of the model were discussed by using the theory of stochastic differential equations,and the sufficiency condition for the disappearance of investment fund was obtained by using the It formula and the law of strong numbers.The research results indicate that uncertain factors in the investment environment have a significant impact on the financial market.

Key words: financial investment model, stochastic differential equation, noise intensity, the law of strong numbers

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