Stochastic Leontieff-Type Equations with Multiplicative Effect in Spaces of Complex-Valued "Noises"

DOI10.14529/mmp140412zbMath1329.60195MaRDI QIDQ3451897

A. L. Shestakov, Minzilia A. Sagadeeva

Publication date: 18 November 2015

Published in: Bulletin of the South Ural State University. Series "Mathematical Modelling, Programming and Computer Software" (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14529/mmp140412

zbMATH Keywords

Wiener process; white noise; multiplicative effect; Nelson-Gliklikh derivative; complex-valued noises; Leontieff-type equations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H30: Applications of stochastic analysis (to PDEs, etc.)

34K50: Stochastic functional-differential equations

34F05: Ordinary differential equations and systems with randomness

34M99: Ordinary differential equations in the complex domain