Probabilistic representations of solutions of the forward equations (Q2475280): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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