Some explicit formulas for calculation of conditional mathematical expectations of random variables and their applications

DOI10.3103/S0027132210050025zbMath1304.60022OpenAlexW1993668681MaRDI QIDQ2513162

G. S. Kambarbaeva

Publication date: 2 February 2015

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s0027132210050025

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs in connection with biology, chemistry and other natural sciences (35Q92) Financial applications of other theories (91G80) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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Cites Work

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• THE NON-VISCOUS BURGERS EQUATION ASSOCIATED WITH RANDOM POSITION IN COORDINATE SPACE: A THRESHOLD FOR BLOW UP BEHAVIOUR
• Computation of Fokker-Planck equation

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