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Chelyab. Fiz.-Mat. Zh., 2017, Volume 2, Issue 3, Pages 257–265 (Mi chfmj61)  

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.

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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

Citation in format AMSBIB
\Bibitem{DonSitShi17}
\by D.~S.~Donchev, S.~M.~Sitnik, E.~L.~Shishkina
\paper On refinements of neo-classical inequality and its applications to stochastic differential equations and Brownian motion
\jour Chelyab. Fiz.-Mat. Zh.
\yr 2017
\vol 2
\issue 3
\pages 257--265
\mathnet{http://mi.mathnet.ru/chfmj61}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=223543}
\elib{http://elibrary.ru/item.asp?id=30487860}


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    Citing articles on Google Scholar: Russian citations, English citations
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    This publication is cited in the following articles:
    1. E. L. Shishkina, “Obschee uravnenie Eilera—Puassona—Darbu i giperbolicheskie $B$-potentsialy”, Uravneniya v chastnykh proizvodnykh, SMFN, 65, no. 2, Rossiiskii universitet druzhby narodov, M., 2019, 157–338  mathnet  crossref
  • Chelyabinskiy Fiziko-Matematicheskiy Zhurnal
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