Article 1
STOCHASTIC ALGEBRAIC-DIFFERENTIAL EQUATION OF BROWNIAN MOTION TYPE WITH MEAN DERIVATIVE
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This paper is the first attempt to apply the machinery a Leontieftype equations with mean derivative to the processes of so called geometric Brownian motion that is in use in mathematical model of economy and some other applications.
How to Cite
Gliklikh, Y. (2025). Stochastic algebraic-differential equation of Brownian motion type with mean derivative. Journal of Applied Data Analysis and Modern Stochastic Modelling (JADAMSM), 2(1). https://doi.org/10.64837/JADAMSM.2-1-1
Gliklikh, Y. "Stochastic Algebraic-Differential Equation of Brownian Motion Type with Mean Derivative." Journal of Applied Data Analysis and Modern Stochastic Modelling (JADAMSM), vol. 2, no. 1, 2025, https://doi.org/10.64837/JADAMSM.2-1-1.
Y. Gliklikh, "Stochastic algebraic-differential equation of Brownian motion type with mean derivative," Journal of Applied Data Analysis and Modern Stochastic Modelling (JADAMSM), vol. 2, no. 1, 2025, doi: 10.64837/JADAMSM.2-1-1.
