Probabilistic representations of solutions of the forward equations (Q2475280): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1980265478 / rank | |||
Normal rank |
Revision as of 01:43, 20 March 2024
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)
0 references
11 March 2008
0 references
stochastic differential equation
0 references
stochastic partial differential equation
0 references
evolution equation
0 references
stochastic flows
0 references
Itô's formula
0 references
stochastic representation
0 references
adjoints
0 references
diffusion processes
0 references
second-order elliptic partial differential equation
0 references
monotonicity inequality
0 references