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Vestnik Yuzhno-Ural'skogo Universiteta. Seriya Matematicheskoe Modelirovanie i Programmirovanie, 2014, Volume 7, Issue 4, Pages 132–139
DOI: https://doi.org/10.14529/mmp140412
(Mi vyuru245)
 

This article is cited in 4 scientific papers (total in 4 papers)

Short Notes

Stochastic Leontieff-type equations with multiplicative effect in spaces of complex-valued “noises”

A. L. Shestakov, M. A. Sagadeeva

South Ural State University, Chelyabinsk, Russian Federation
Full-text PDF (411 kB) Citations (4)
References:
Abstract: We consider a Leontieff-type stochastic equation, that is, a system of differential equations implicit with respect to the time derivative in the spaces of random processes. The concepts previously introduced for the spaces of differentiable "noise" using the Nelson–Gliklikh derivative carry over to the case of complex-valued "noise" ; in addition, the right-hand side of the equation is subject to multiplicative effect of a special form. We construct a solution to the Showalter–Sidorov problem for Leontieff-type equations with multiplicative effect of a complex-valued process of special form. Aside from the introduction and references, the article consists of two parts. In the first part we carry over various concepts of the space of real-valued differentiable "noise" to the complex-valued case. In the second part we construct a Showalter–Sidorov solution to a Leontieff-type equation with multiplicative effect of a complex-valued process of special form. The list of references is not intended to be complete and reflects only the authors' personal preferences.
Keywords: Leontieff-type equations; multiplicative effect; Wiener process; Nelson–Gliklikh derivative; space of complex-valued "noises" ; "white noise".
Received: 09.09.2014
Document Type: Article
UDC: 517.9
MSC: 60H30, 34K50, 34M99
Language: English
Citation: A. L. Shestakov, M. A. Sagadeeva, “Stochastic Leontieff-type equations with multiplicative effect in spaces of complex-valued “noises””, Vestnik YuUrGU. Ser. Mat. Model. Progr., 7:4 (2014), 132–139
Citation in format AMSBIB
\Bibitem{SheSag14}
\by A.~L.~Shestakov, M.~A.~Sagadeeva
\paper Stochastic Leontieff-type equations with multiplicative effect in spaces of complex-valued ``noises''
\jour Vestnik YuUrGU. Ser. Mat. Model. Progr.
\yr 2014
\vol 7
\issue 4
\pages 132--139
\mathnet{http://mi.mathnet.ru/vyuru245}
\crossref{https://doi.org/10.14529/mmp140412}
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  • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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