Stability of Solution to a Nonlinear Investment System

摘要

A class of nonlinear stochastic neutral technical progress and investment system is given in this paper.Adopting the theory of stochastic functional differential equation,and using It(o) formula,Gronwall's lemma and Barkholder-Davis-Gundy's lemma,exponential stability of strong solution is proved for a class of nonlinear stochastic neutral technical progress and investment system on Hilbert space.Also a sufficient condition of the exponential stability is obtained.The results are the improvement and extension of the existed results of this field.