Stochastic Equations and Inclusions with Mean Derivatives and Some Applications

Optimal Solutions for Inclusions of Geometric Brownian Motion Type

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)
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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 
856 4 0 |u https://doi.org/10.1007/s11009-013-9373-4  |q text/html  |z Onlinezugriff via DOI 
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900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
949 |B NATIONALLICENCE  |F NATIONALLICENCE  |b NL-springer 
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