Distribution of minimum values of stochastic functionals

DOI10.3934/NHM.2008.3.437MaRDI QIDQ1006259zbMATH OpenOpenAlexFDO

Authors V. Berdichevsky

Publication date 20 March 2009

Published in Networks and Heterogeneous Media (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/nhm.2008.3.437

zbMATH Keywords

probability distribution of minimum valuesstochastic functional

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

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