This paper is dedicated to studying the optimal investment proportions of three types assets with symmetry, namely, risky assets, risk-free and wealth management products, when stochastic expenditure process follows a jump-diffusion model. The treated as an exogenous cash flow assumed follow differential jumps. Under Cox–Ingersoll–Ross interest rate term structure, it presumed that prices multiple evolve according multi-dimensional geometric Brownian motion. By employing control theory,...

A nonlinear partial differential equation containing the famous Camassa‐Holm and Degasperis‐Procesi equations as special cases is investigated. The Kato theorem for abstract applied to establish local well‐posedness of solutions in Sobolev space H s ( R ) with > 3/2. Although 1 ‐norm model does not remain constant, existence its weak lower‐order ≤ 3/2 proved under assumptions u 0 ∈ .

Considering the influence of residents' income, consumption level and national macro-control on real estate price, this paper selects seven indexes population, GDP per capita, average income urban residents, price level, land purchase fee, loan interest rate tax, quantifies relationship between various influencing factors, evaluates factors price.

The constant elasticity of variance ( CEV ) model is used to describe the price risky asset. Maximizing expected utility relating Hamilton-Jacobi-Bellman HJB equation which describes optimal investment strategies, we obtain a partial differential equation. Applying Legendre transform, transform into dual problem and an approximation solution strategies for exponential function.

A credit risk mathematical model is investigated. Under regular conditions, a different recovery scheme proposed, which an extension of the treasury value scheme<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="M1"><mml:mo stretchy="false">(</mml:mo><mml:mtext>RTV</mml:mtext><mml:mo stretchy="false">)</mml:mo></mml:math>with time-continuous liquidation. Assuming that function depends on optimal time for liquidation and rate, we obtain functional expression risky bond price. When...

Red emitting phosphors of Mn4+ doped fluorides are in high demand because the color purities make them potentially useful white light-emitting diodes (WLEDs) as backlights electronic devices. We herein report an efficient red phosphor KRbGeF6 : (KRGF Mn) that was prepared by situ one-pot ion-exchange method at room temperature without organic solvents or HF. Homogenous mixtures starting materials with a stoichiometric KRGF Mn ratio were partly dissolved various acid solutions, and [MnF6]2-...

According to the relationship between consumer price index and inflation, paper test of Markov state transition them, then we will predict currency interval corresponding Xinjiang index, level in recent years future for a long period time are normal state.

The article introduces proportional reinsurance contracts under the mean-variance criterion, studying time-consistence investment portfolio problem considering interests of both insurance companies and companies. claims process follows a jump-diffusion model, assuming that risk asset prices follow CEV models different from each other. In framework game theory, time-consistent equilibrium strategy is obtained by solving extended HJB equation analytically. Finally, numerical examples are used...

Uniform sphere-like mesoporous nanoparticles of Pr3+ doped CaTiO3 crystallines have been fabricated by sol-gel method. The decomposition process the precursor, crystallization, particle sizes investigated using thermal analysis, powder X-ray diffraction and transmission electron microscopy respectively. properties Brunauer-Emmett-Teller method, Barrett-Joyner-Halenda pattern, high resolution TEM. nanophosphor emits red luminescence under excitation UV lamp. It is interesting to observe...

To maintain and increase household wealth, this study studies the optimal allocation ratio of investment consumption. When considering venture capital, it is assumed that theoretical price risky asset obeys CEV model. Our goal was to maximize expectation cumulative consumption discounted utility terminal wealth solve using dynamic programming principle HJB equation. Using logarithmic isoelastic power function with residual utility, we get analytical solution investment‐consumption by means...

A nonlinear generalized Benjamin-Bona-Mahony equation is investigated. Using the estimates of strong solutions derived from itself, we establish stability under assumption that initial value lies in space . MSC:35G25, 35L05.

Considering the influence of accident impact on urban families investment strategy, assuming both risk asset and family income follow jump diffusion model, we studied optimal problem. When terminal wealth expectations were given in advance, our goal is to minimize variance obtain corresponding Hamilton-Jacobi-Bellman (HJB) equation by using method stochastic control. At last, strategies for exponential utility function guessing solution.