A stochastic differential equation inventory model
type: Item
instance of: scholarly article
title: A stochastic differential equation inventory model
zbMATH Open document ID: 1411.90042
author: A. Tsoularis
published in: International Journal of Applied and Computational Mathematics
publication date: 2019-04-18T00:00:00Z
Mathematics Subject Classification ID: 90B05
Mathematics Subject Classification ID: 82C31
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 7046057
zbMATH Keywords: diffusion process
zbMATH Keywords: Itô solution
zbMATH Keywords: Fokker-Planck equation
zbMATH Keywords: time-dependent Ornstein-Uhlenbeck process
MaRDI profile type: Publication
full work available at URL: s40819-018-0594-7
OpenAlex ID: W2905772292
Wikidata QID: Q115372418
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DOI: 10.1007/S40819-018-0594-7
description: scientific article; zbMATH DE number 7046057