Characteristics of degenerate second-order parabolic Ito equations (Q1069557): Difference between revisions

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Property / author: Nicolai V. Krylov / rank
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Property / author: Boris L. Rosovskii / rank
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Property / author: Nicolai V. Krylov / rank
 
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Property / author: Boris L. Rosovskii / rank
 
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Property / cites work: ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSES / rank
 
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Property / cites work: ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS / rank
 
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Property / cites work: On the Ito-Venttsel formula / rank
 
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Latest revision as of 10:43, 17 June 2024

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Characteristics of degenerate second-order parabolic Ito equations
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    Characteristics of degenerate second-order parabolic Ito equations (English)
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    1986
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    Translation from Tr. Semin. Im. I. G. Petrovskogo 8, 153-168 (Russian) (1980; Zbl 0503.60066).
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    degenerate second order Ito parabolic equations
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    Feynman-Kac representation
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    Cauchy problem
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    Sobolev space
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    generalized solution
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