Infinite-dimensional Lagrange problem and application to stochastic processes

MaRDI QIDQ3420670zbMATH OpenFDO

Authors A. V. Uglanov

Publication date 2 February 2007

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Applications of functional analysis in probability theory and statistics (46N30) Diffusion processes and stochastic analysis on manifolds (58J65) Queueing theory (aspects of probability theory) (60K25)

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• On infinite-dimensional variational problems
• Lagrangean variables in infinite dimensional spaces for a dynamic economic equilibrium problem

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