论文标题
间接公用程序的稳定性
Stability of the indirect utility process
论文作者
论文摘要
我们研究了与市场扰动下（可能是次优的）交易策略相关的间接公用事业过程的动态稳定性。首先建立反向共轭特征，我们证明了在有限变化和危险资产回报的同时扰动下，间接效果过程的连续性和一阶收敛。
We investigate the dynamic stability of the indirect utility process associated with a (possibly suboptimal) trading strategy under perturbations of the market. Establishing the reverse conjugacy characterizations first, we prove continuity and first-order convergence of the indirect-utility process under simultaneous perturbations of the finite variation and martingale parts of the return of the risky asset.
