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Chelyabinskiy Fiziko-Matematicheskiy Zhurnal, 2017, Volume 2, Issue 3, Pages 257–265
(Mi chfmj61)
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This article is cited in 1 scientific paper (total in 1 paper)
Mathematics
On refinements of neo-classical inequality and its applications to stochastic differential equations and Brownian motion
D. S. Doncheva, S. M. Sitnikb, E. L. Shishkinac a Sofia University "St. Kliment Okhridski", Sofia, Bulgaria
b Belgorod State National Research University, Belgorod, Russia
c Voronezh State University, Voronezh, Russia
Abstract:
In this article some estimates are refined for the best constant in the well-known so called neo-classical inequality, which is the generalization of the Newton binomial formula in terms of Wright — Fox functions.
The results of this article are applied to stochastic differential equations, Brownian motion and estimates of probability distributions.
Keywords:
neo-classical inequality, stochastic differential inequality, Wright — Fox function, Berry — Essen inequality, Meller — König — Zeller operators.
Received: 09.10.2017 Revised: 20.10.2017
Citation:
D. S. Donchev, S. M. Sitnik, E. L. Shishkina, “On refinements of neo-classical inequality and its applications to stochastic differential equations and Brownian motion”, Chelyab. Fiz.-Mat. Zh., 2:3 (2017), 257–265
Linking options:
https://www.mathnet.ru/eng/chfmj61 https://www.mathnet.ru/eng/chfmj/v2/i3/p257
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