Mean derivatives of stochastic processes and their applications

zbMATH Open1469.60006MaRDI QIDQ3306014FDOQ3306014

Authors: Yuri E. Gliklikh 

Publication date: 12 August 2020

Recommendations

• Optimal solutions for inclusions of geometric Brownian motion type with mean derivatives
• On existence of solution in \(\mathbb{R}^n\) of stochastic differential inclusions with current velocities in the presence of approximations with uniformly bounded first partial derivatives
• Differential inclusions with mean derivatives
• Differential equations and inclusions with forward mean derivatives in \(\mathbb{R}^n\)
• scientific article; zbMATH DE number 1259460

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)

Cited In (4)

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

This page was built for publication: Mean derivatives of stochastic processes and their applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3306014)