Probabilistic representations of solutions of the forward equations (Q2475280): Difference between revisions
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Property / author: Sundaram Thangavelu / rank | |||
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Property / OpenAlex ID: W1980265478 / rank | |||
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Property / arXiv ID: 0706.3352 / rank | |||
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Latest revision as of 18:49, 27 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Probabilistic representations of solutions of the forward equations |
scientific article |
Statements
Probabilistic representations of solutions of the forward equations (English)
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11 March 2008
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stochastic differential equation
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stochastic partial differential equation
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evolution equation
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stochastic flows
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Itô's formula
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stochastic representation
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adjoints
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diffusion processes
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second-order elliptic partial differential equation
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monotonicity inequality
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