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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| Date: | 1994 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1994
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| 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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