A stochastic differential equation inventory model (Q1738663)

From MaRDI portal
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)
    0 references
    0 references
    18 April 2019
    0 references
    0 references
    0 references
    0 references
    0 references
    diffusion process
    0 references
    Itô solution
    0 references
    Fokker-Planck equation
    0 references
    time-dependent Ornstein-Uhlenbeck process
    0 references
    0 references
    0 references