scientific article; zbMATH DE number 6257183

zbMath1335.60133MaRDI QIDQ5747241

Olga O. Zheltikova, Yuri E. Gliklikh

Publication date: 11 February 2014

Full work available at URL: http://mmp.vestnik.susu.ru/article/en/238

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal solutiongeometric Brownian motionstochastic differential inclusionsmean derivatives

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Optimal stochastic control (93E20) Stochastic analysis (60H99) Existence of optimal solutions to problems involving randomness (49J55)

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DERIVATIVES IN THE MEAN OF RANDOM PROCESSES AND DIFFUSION MODELS IN ECONOMICS

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