吉首大学学报（自然科学版）2025，Vol.46Issue(3)：1-4,20,5.DOI:10.13438/j.cnki.jdzk.2025.03.001
一类具有饱和发生率的随机金融投资模型
A Stochastic Financial Investment Model with Saturation Incidence
摘要
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 Itô 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.关键词
金融投资模型/随机微分方程/噪声强度/强大数定律Key words
financial investment model/stochastic differential equation/noise intensity/the law of strong numbers分类
数学引用本文复制引用
刘娟,李云..一类具有饱和发生率的随机金融投资模型[J].吉首大学学报（自然科学版）,2025,46(3):1-4,20,5.基金项目
国家自然科学基金资助项目(12001001) （12001001）
蚌埠学院自然科学研究项目(2022ZR03) （2022ZR03）
