全部文献期刊学位论文会议报纸专利标准年鉴图书|学者科研项目
中外文文献  中文文献  外文文献
作者:Yuri E. Gliklikh , Olga O. Zheltikova
来源:[J].Applicable Analysis(IF 0.71), 2014, Vol.93 (1), pp.35-45Taylor & Francis
摘要:For a stochastic differential inclusion given in terms of mean derivatives, we prove the existence of optimal solution minimizing a certain cost criterion.
作者:Yuri E. Gliklikh , Olga O. Zheltikova
来源:[J].Methodology and Computing in Applied Probability(IF 0.647), 2015, Vol.17 (1), pp.91-105Springer
摘要:Abstract(#br)The paper is devoted to a brief introduction into the theory of equations and inclusions with mean derivatives and to investigation of a special type of such inclusions called inclusions of geometric Brownian motion type. The existence of optimal solutions maximizing...
作者:Svetlana V. Azarina , Yuri E. Gliklikh
来源:[J].Applicable Analysis(IF 0.71), 2009, Vol.88 (1), pp.89-105Taylor & Francis
摘要:... We reduce this problem to some problems with the so-called mean derivatives that are investigated by involving the theory of connections on manifolds. The existence theorem on a manifold is proved on the basis of a technical result that gives conditions in terms of infinites...
作者:Yuri E. Gliklikh , Evgenii Yu. Mashkov
来源:[J].Applicable Analysis(IF 0.71), 2015, Vol.94 (8), pp.1614-1623Taylor & Francis
摘要:... For those equations, we apply the machinery of the so-called Nelson’s mean derivatives (more exactly, symmetric mean derivatives that is a natural analogue of physical velocity of deterministic processes) and obtain formulae of solutions in the case of non-constant coeffic...
作者:Yuri E. Gliklikh , Alla V. Makarova , Olga O. Zheltikova
来源:[J].Applicable Analysis(IF 0.71), 2017, Vol.96 (16), pp.2917-2927Taylor & Francis
摘要:For a stochastic differential inclusion given in terms of current velocities (symmetric mean derivatives) on flat n -dimensional torus, we prove the existence of optimal solution minimizing a certain cost criterion. Then this result is applied to the problem of optimal control fo...
作者:S. V. Azarina , Yu. E. Gliklikh
来源:[J].Mathematical Notes(IF 0.239), 2016, Vol.100 (1-2), pp.3-10Springer
摘要:Abstract(#br)Under natural conditions, we prove an existence theorem for stochastic differential equations with current velocities (mean derivatives) and with nonautonomous right-hand side.
作者:Yuri E. Gliklikh , Alla V. Makarova
来源:[J].Applicable Analysis(IF 0.71), 2012, Vol.91 (9), pp.1731-1739Taylor & Francis
摘要:An existence of solution theorem is obtained for stochastic differential inclusions given in terms of the so-called current velocities (direct analogues of ordinary velocity of deterministic systems) and quadratic mean derivatives (giving information on the diffusion coefficient)...
作者:Bhramar Mukherjee
来源:[J].Australian & New Zealand Journal of Statistics(IF 0.529), 2006, Vol.48 (3), pp.305-319Wiley
摘要:Summary(#br)Several authors have previously discussed the problem of obtaining asymptotically optimal design sequences for estimating the path of a stochastic process using intricate analytical techniques. In this note, an alternative treatment is provided for obtaining asym...
作者:YA. I. BELOPOLSKAYA , YU. E. GLIKLIKH
来源:[J].Infinite Dimensional Analysis, Quantum Probability and Related Topics(IF 0.391), 2002, Vol.5 (02), pp.145-169World Scientific Publishing
摘要:The viscous hydrodynamics is investigated via the studying diffusion processes on groups of Hs Sobolev diffeomorphisms of a flat n-dimensional torus (s > ½n + 1). A certain stochastic perturbation of the curve on the above groups, describing the motion of perfect ...
作者:Yuri E. Gliklikh , Salah E.A. Mohammed
来源:[J].Global and Stochastic Analysis, 2015, Vol.2 (1)Mind Reader Publications
摘要:We find new existence of solution theorems to stochastic delay equations and inclusions with mean derivatives on a Riemannian manifold. The delays in both the equations and the inclusions are expressed in terms of stochastic Riemannian parallel translation.

我们正在为您处理中,这可能需要一些时间,请稍等。

资源合作:cnki.scholar@cnki.net, +86-10-82896619   意见反馈:scholar@cnki.net

×