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.

• 本文讨论了带泊松跳跃的几何布朗运动的经济模型泊松过程发生的时候在收益函数R(x)=ax~2b和R(x)=ax~2-b的情形下,利用伊藤公式求得最优的平均收益