Probabilistic representations of solutions of the forward equations (Q2475280): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1980265478 / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 0706.3352 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Diffusions and Elliptic Operators / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3935745 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stochastic Equations in Infinite Dimensions / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5342182 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4086524 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3077804 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: THE MONOTONICITY INEQUALITY FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3959169 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Diffusion equations in duals of nuclear spaces / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3928753 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3995203 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stochastic partial differential equations and filtering of diffusion processes / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q2725618 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Probability representations of solutions to the heat equation / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3137751 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3747436 / rank | |||
Normal rank | |||
Latest revision as of 18:49, 27 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic representations of solutions of the forward equations |
scientific article |
Statements
Probabilistic representations of solutions of the forward equations (English)
0 references
11 March 2008
0 references
stochastic differential equation
0 references
stochastic partial differential equation
0 references
evolution equation
0 references
stochastic flows
0 references
Itô's formula
0 references
stochastic representation
0 references
adjoints
0 references
diffusion processes
0 references
second-order elliptic partial differential equation
0 references
monotonicity inequality
0 references
