Stochastic invariant imbedding. Application to stochastic differential equations with boundary conditions (Q1900238): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic invariant imbedding. Application to stochastic differential equations with boundary conditions |
scientific article |
Statements
Stochastic invariant imbedding. Application to stochastic differential equations with boundary conditions (English)
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30 October 1995
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stochastic differential equations
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initial value problem
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affine boundary condition
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anticipating stochastic differential equations
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