摘要翻译：
我们考虑了一个具有短期资产的连续时间投资市场的随机博弈模型，研究了一种称为生存的策略，该策略保证使用这种策略的投资者的相对财富保持有界不为零。主要结果是得到了一个策略生存的充分条件，并证明了所有生存策略是渐近接近的。这也证明了一个生存战略允许一个投资者在一定意义上比竞争对手更快地积累财富。
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英文标题：
《Survival investment strategies in a continuous-time market model with
  competition》
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作者：
Mikhail Zhitlukhin
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最新提交年份：
2019
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Mathematical Finance        数学金融学
分类描述：Mathematical and analytical methods of finance, including stochastic, probabilistic and functional analysis, algebraic, geometric and other methods
金融的数学和分析方法，包括随机、概率和泛函分析、代数、几何和其他方法
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一级分类：Economics        经济学
二级分类：General Economics        一般经济学
分类描述：General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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一级分类：Quantitative Finance        数量金融学
二级分类：Economics        经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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英文摘要：
  We consider a stochastic game-theoretic model of an investment market in continuous time with short-lived assets and study strategies, called survival, which guarantee that the relative wealth of an investor who uses such a strategy remains bounded away from zero. The main results consist in obtaining a sufficient condition for a strategy to be survival and showing that all survival strategies are asymptotically close to each other. It is also proved that a survival strategy allows an investor to accumulate wealth in a certain sense faster than competitors.
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PDF链接：
https://arxiv.org/pdf/1811.12491