OPTIMIZATION OF INVESTMENT FLOWS THROUGH THE ITО STOCHASTIC DIFFERENTIAL EQUATION IN A SELF-ORGANIZING TRADING SYSTEM

Authors

  • Karakalpak Scientific Research Institute of Natural Sciences, Karakalpakstan Branch of the Academy of Sciences of the Republic of Uzbekistan
    https://orcid.org/0000-0002-3379-9969
  • Karakalpak Scientific Research Institute of Natural Sciences, Karakalpakstan Branch of the Academy of Sciences of the Republic of Uzbekistan
    https://orcid.org/0009-0002-8589-6530

DOI:

https://doi.org/10.60078/3060-4842-2026-vol3-iss3-pp353-360

Abstract

This article analyzes the problem of optimizing investment flows in a self-organizing trading system. From a mathematical perspective, the apparatus of stochastic calculus, particularly Itô stochastic differential equations, is employed. The trading system is modeled as a self-organizing structure capable of adapting to external economic processes. Based on the Gronwall–Bellman equation, a mathematical model is proposed that enables the determination of the optimal trajectory for the allocation of investment resources. The obtained results are of significant importance for forecasting economic systems, optimizing resource allocation, and developing market strategies

Keywords:

investment flow stochastic differential equations ITO equation self-organizing systems Gronwall–Bellman equation economic growth

References

Chandra J. and Fleishman B.A. (1970) On a Generalization of the Gronwall-Bellman Lemma in Partially Ordered Banach Spaces. J. Math Anal. Appl., 31, 668–681.

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Абдуллаев У.А., Отениязов Е.Т. (2024) Об возможности математического моделирования системы самоорганизации. Международная конференция системный анализ: Моделирование и управление посвященная памяти академика А. В. Кряжимского Москва, 23–24 января. Тезисы докладов. Стр. 30-32

Игнатьева, Д. С. (2022) Теория вероятностей и ее применение в области экономики / Д. С. Игнатьева, И. А. Филиппова. — Текст : непосредственный // Молодой ученый. № 22 (417). — С. 176-178. — URL: https://moluch.ru/archive/417/92069.

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Abdullaev , U., & Jaksilikova , X. (2026). OPTIMIZATION OF INVESTMENT FLOWS THROUGH THE ITО STOCHASTIC DIFFERENTIAL EQUATION IN A SELF-ORGANIZING TRADING SYSTEM. Advanced Economics and Pedagogical Technologies, 3(3), 353-360. https://doi.org/10.60078/3060-4842-2026-vol3-iss3-pp353-360

Issue

Vol. 3 No. 3 : Advanced Economics and Pedagogical Technologies

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Articles

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