1. A STOCHASTIC ALGEBRAIC-DIFFERENTIAL EQUATION OF BROWNIAN MOTION TYPE WITH MEAN DERIVATIVE
Author: Y. GLIKLIKH DOWNLOAD
DOI:
Abstract
This paper is the first attempt to apply the machinery of Leontief-type equations with mean derivative to the processes of so-called geometric
Brownian motion is in use in mathematical models of the economy and some other applications.
Keywords
Mean derivative, stochasti algebraic-differential eqoations, geometric brownian motion