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Q5747241 - MaRDI portal

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scientific article; zbMATH DE number 6257183
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English
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scientific article; zbMATH DE number 6257183

    Statements

    author
    Olga O. Zheltikova
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    Yuri E. Gliklikh
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    publication date
    11 February 2014
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    zbMATH Keywords
    mean derivatives
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    stochastic differential inclusions
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    geometric Brownian motion
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    optimal solution
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    Identifiers

    Mathematics Subject Classification ID
    60H99
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    60H10
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    60J65
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    49J55
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    93E20
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    zbMATH DE Number
    6257183
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