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Stochastic analysis and one minimization problem

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.

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Bibliographic Details
Date:	1994
Main Authors:	Dorogovtsev, A. A., Дороговцев, А. А.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 1994
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/5597
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal

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