A link of stochastic differential equations to nonlinear parabolic equations (Q1933996): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:16, 5 March 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
