This paper discusses the economic model of the geometric Brownian motion withIn the case of income function of R ( x)=ax~2b and R ( x)= ax~2-b, it obtains optimal solution of average income using the Ito equation.
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- 本文討論了帶泊松跳躍的幾何布朗運動(dòng)的經(jīng)濟模型泊松過(guò)程發(fā)生的時(shí)候在收益函數R(x)=ax~2b和R(x)=ax~2-b的情形下,利用伊藤公式求得最優(yōu)的平均收益
