Математические модели стохастической динамики развития предприятий

DOI10.14498/vsgtu1700zbMath1474.91239OpenAlexW3047112947MaRDI QIDQ3387850

L. A. Saraev, Aleksandr Leonidovich Saraev

Publication date: 14 January 2021

Published in: Вестник Самарского государственного технического университета. Серия «Физико-математические науки» (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/vsgtu1700

zbMATH Keywords

stochastic equationsWiener processproduction functiondrift coefficientEuler-Maruyama methodproduction factorsvolatility factor

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (3)

Модели стохастической динамики развития производственных предприятий с запаздывающими внутренними и внешними инвестициями ⋮ Stochastic model of innovation diffusion that takes into account the changes in the total market volume ⋮ К 70-летию со дня рождения профессора Леонида Александровича Сараева;To the 70$^th$ Anniversary of Professor Leonid A. Saraev

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