Mean derivatives of stochastic processes and their applications

MaRDI QIDQ3306014zbMATHFDO

Authors Yuri E. Gliklikh

Publication date 12 August 2020

zbMATH Keywords

mean derivativesNewton-Nelson equationdifferential equations with mean derivativesfunctional-differential equations with mean derivativesinclusions with mean derivativesLeontieff type equation with stochastic perturbations

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic processes (60Gxx)

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• scientific article; zbMATH DE number 1259460

Cited in

(4)

• Derivatives of probability functions and some applications
• Stochastic equations and inclusions with mean derivatives and their applications
• Optimal solutions for inclusions of geometric Brownian motion type with mean derivatives
• Optimal Control of Solutions to Showalter–Sidorov Problem for a High Order Sobolev Type Equation with Additive “Noise”

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