A link of stochastic differential equations to nonlinear parabolic equations (Q1933996): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Jiang-Lun Wu / rank | |||
| Property / author | |||
| Property / author: Wei Yang / rank | |||
| Property / author | |||
| Property / author: Jiang-Lun Wu / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Wei Yang / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11425-012-4463-2 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2064348204 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Brownian motion with respect to a metric depending on time; definition, existence and applications to Ricci flow / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3660553 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3992729 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On a Formula Concerning Stochastic Differentials / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3995203 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stochastic calculus of variations in mathematical finance. / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5454433 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Multidimensional diffusion processes. / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4925781 / rank | |||
Normal rank | |||
Latest revision as of 04:00, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A link of stochastic differential equations to nonlinear parabolic equations |
scientific article |
Statements
A link of stochastic differential equations to nonlinear parabolic equations (English)
0 references
28 January 2013
0 references
stochastic differential equations
0 references
Girsanov transformation
0 references
nonlinear partial differential equation
0 references
diffusion processes
0 references
0 references
