1. A STOCHASTIC ALGEBRAIC-DIFFERENTIAL EQUATION OF GEOMETRIC BROWNIAN MOTION TYPE
WITH SYMMETRIC MEAN DERIVATIVES
WITH SYMMETRIC MEAN DERIVATIVES
DOI:
How to Cite:
Gliklikh, Y. "A Stochastic Algebraic-Differential Equation of Geometric Brownian Motion Type with Symmetric
Mean Derivatives." Global and Stochastic Analysis, vol. 12, no. 5, 2025, pp. 1–10.
Mean Derivatives." Global and Stochastic Analysis, vol. 12, no. 5, 2025, pp. 1–10.
Abstract
In this paper we try to combine the machinery of mean derivatives and Leontiev type equations with the processes of
the so called geometric Brownian motion that are in use in mathematical model of economy and some other
applications. Namely we want to find what sort of equations arise in this combination.
the so called geometric Brownian motion that are in use in mathematical model of economy and some other
applications. Namely we want to find what sort of equations arise in this combination.
Keywords
Key words and phrases: Mean derivative, stochastic algebraic-differential equations, geometric brownian motion