1. A STOCHASTIC ALGEBRAIC-DIFFERENTIAL EQUATION OF GEOMETRIC BROWNIAN MOTION TYPE

WITH SYMMETRIC MEAN DERIVATIVES


Author: Y. GLIKLIKH                                                                        DOWNLOAD                                                                                                                                            

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.




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.



Keywords



Key words and phrases:  Mean derivative, stochastic algebraic-differential equations, geometric brownian motion