A STOCHASTIC ALGEBRAIC-DIFFERENTIAL EQUATION OF BROWNIAN MOTION TYPE WITH MEAN DERIVATIVE

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.

Authors

Yu. E. Gliklikh

Publication Details

Journal: Journal of Applied Data Analysis and Modern Stochastic Modelling
Published: 2025-01-01
DOI: https://doi.org/10.64837/jadamsm.2-1-1
Primary Topic: Stochastic processes and financial applications
Type: article
Field-Weighted Citation Impact: 0.00

Controls

|||

ALL TIME

JAN

FEB

MAR

APR

MAY

JUN

JUL

AUG

SEP

OCT

article

A STOCHASTIC ALGEBRAIC-DIFFERENTIAL EQUATION OF BROWNIAN MOTION TYPE WITH MEAN DERIVATIVE

Yu. E. Gliklikh

Jan 1, 2025

Journal of Applied Data Analysis and Modern Stochastic Modelling

Stochastic processes and financial applications

article

A STOCHASTIC ALGEBRAIC-DIFFERENTIAL EQUATION OF BROWNIAN MOTION TYPE WITH MEAN DERIVATIVE

Yu. E. Gliklikh

January 1, 2025article en

Abstract

Journal of Applied Data Analysis and Modern Stochastic ModellingVol. 02(01)

Openalex Percentile: Top 64%

Stochastic processes and financial applications

DOI Open Access PDF OpenAlex

AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.

A STOCHASTIC ALGEBRAIC-DIFFERENTIAL EQUATION OF BROWNIAN MOTION TYPE WITH MEAN DERIVATIVE — Yu. E. Gliklikh · Journal of Applied Data Analysis and Modern Stochastic Modelling (2025) | TGRS Research Map | TGRS