A stochastic differential equation inventory model (Q1738663)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic differential equation inventory model |
scientific article |
Statements
A stochastic differential equation inventory model (English)
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18 April 2019
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diffusion process
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Itô solution
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Fokker-Planck equation
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time-dependent Ornstein-Uhlenbeck process
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