Infinite-Dimensional Lagrange Problem and Application to Stochastic Processes

Alexey V. Uglanov ()
Additional contact information
Alexey V. Uglanov: Yaroslavl State University, Math. Dept.

A chapter in Proceedings of the International Conference on Stochastic Analysis and Applications, 2004, pp 239-248 from Springer

Abstract: Abstract We consider an infinite-dimensional analog of classical Lagrange problem. The main result of the work is the necessary conditions of the extremum. This result is new (the theory of surface integration in abstract locally convex space is the basic instrument of the investigation, therefore the indicated problem was not and just could not be investigated before). All our considerations and formulas are dimensional-invariant, and in conformity to finite-dimensional case they turn into classical ones.

Keywords: Lagrange problem; stochastic process (search for similar items in EconPapers)
Date: 2004
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4020-2468-9_15

Ordering information: This item can be ordered from
http://www.springer.com/9781402024689

DOI: 10.1007/978-1-4020-2468-9_15

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().