Stochastic analysis and one minimization problem

  • A. A. Dorogovtsev

Abstract

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.
Published
25.11.1994
How to Cite
DorogovtsevA. A. “Stochastic Analysis and One Minimization Problem”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 46, no. 11, Nov. 1994, pp. 1568–1571, https://umj.imath.kiev.ua/index.php/umj/article/view/5597.
Section
Short communications