Stochastic Equations and Inclusions with Mean Derivatives and Some Applications
Optimal Solutions for Inclusions of Geometric Brownian Motion Type
Gespeichert in:
Verfasser / Beitragende:
[Yuri Gliklikh, Olga Zheltikova]
Ort, Verlag, Jahr:
2015
Enthalten in:
Methodology and Computing in Applied Probability, 17/1(2015-03-01), 91-105
Format:
Artikel (online)
Online Zugang:
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| 024 | 7 | 0 | |a 10.1007/s11009-013-9373-4 |2 doi |
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| 245 | 0 | 0 | |a Stochastic Equations and Inclusions with Mean Derivatives and Some Applications |h [Elektronische Daten] |b Optimal Solutions for Inclusions of Geometric Brownian Motion Type |c [Yuri Gliklikh, Olga Zheltikova] |
| 520 | 3 | |a The paper is devoted to a brief introduction into the theory of equations and inclusions with mean derivatives and to investigation of a special type of such inclusions called inclusions of geometric Brownian motion type. The existence of optimal solutions maximizing some cost criteria, is proved. | |
| 540 | |a Springer Science+Business Media New York, 2013 | ||
| 690 | 7 | |a Mean derivatives |2 nationallicence | |
| 690 | 7 | |a Stochastic differential inclusions |2 nationallicence | |
| 690 | 7 | |a Optimal solution |2 nationallicence | |
| 700 | 1 | |a Gliklikh |D Yuri |u Mathematics Faculty, Voronezh State University, 394006, Voronezh, Russia |4 aut | |
| 700 | 1 | |a Zheltikova |D Olga |u Mathematics Faculty, Voronezh State University, 394006, Voronezh, Russia |4 aut | |
| 773 | 0 | |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/1(2015-03-01), 91-105 |x 1387-5841 |q 17:1<91 |1 2015 |2 17 |o 11009 | |
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| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s11009-013-9373-4 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Gliklikh |D Yuri |u Mathematics Faculty, Voronezh State University, 394006, Voronezh, Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Zheltikova |D Olga |u Mathematics Faculty, Voronezh State University, 394006, Voronezh, Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/1(2015-03-01), 91-105 |x 1387-5841 |q 17:1<91 |1 2015 |2 17 |o 11009 | ||