Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation (Q2447712): Difference between revisions

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Latest revision as of 10:38, 8 July 2024

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Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation
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    Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation (English)
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    28 April 2014
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    stochastic Burgers equation
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    random coefficients
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    generalized Cole-Hopf transformation
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    stochastic heat equation
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    stochastic Feynman-Kac formulas
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    controllability
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    contingent claim pricing
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