Characteristics of degenerate second-order parabolic Ito equations (Q1069557): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSES / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS / 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: Q3910361 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stationary Stochastic Processes. (MN-8) / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4190545 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the Ito-Venttsel formula / rank | |||
Normal rank | |||
Latest revision as of 09:43, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characteristics of degenerate second-order parabolic Ito equations |
scientific article |
Statements
Characteristics of degenerate second-order parabolic Ito equations (English)
0 references
1986
0 references
Translation from Tr. Semin. Im. I. G. Petrovskogo 8, 153-168 (Russian) (1980; Zbl 0503.60066).
0 references
degenerate second order Ito parabolic equations
0 references
Feynman-Kac representation
0 references
Cauchy problem
0 references
Sobolev space
0 references
generalized solution
0 references
