ON THE STOCHASTIC LEONTIEF TYPE EQUATIONS WITH VARIABLE MATRICES GIVEN IN TERMS OF CURRENT VELOCITIES OF THE SOLUTION

DOI10.14529/MMPH160403MaRDI QIDQ4586529zbMATH OpenOpenAlexFDO

Authors E. Yu. Mashkov

Publication date 14 September 2018

Published in Bulletin of the South Ural State University series "Mathematics. Mechanics. Physics" (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.14529/mmph160403

zbMATH Keywords

current velocityderivative at an average valuestochastic Leontief type equationWiener process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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• Stochastic Leontieff type equations in terms of current velocities of the solution
• Singular stochastic Leontieff type equation in current velocities of solutions

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