2019
Том 71
№ 11

All Issues

Stochastic analysis and one minimization problem

Dorogovtsev A. A.

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Abstract

We consider the problem of finding the form of a functional of an infinite-dimensional argument for which a certain given expression takes the minimum value for a fixed value of the parameter. The equation obtained for an unknown functional resembles equations with extended stochastic integral.

English version (Springer): Ukrainian Mathematical Journal 46 (1994), no. 11, pp 1735-1739.

Citation Example: Dorogovtsev A. A. Stochastic analysis and one minimization problem // Ukr. Mat. Zh. - 1994. - 46, № 11. - pp. 1568–1571.

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