scientific article
From MaRDI portal
Publication:3928753
zbMath0474.60049MaRDI QIDQ3928753
Nicolai V. Krylov, Boris L. Rosovskii
Publication date: 1981
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (14)
A two-sided stochastic integral and its calculus ⋮ On classical solutions of linear stochastic integro-differential equations ⋮ Asymptotic behavior of the solution to the Cauchy problem for stochastic parabolic equations ⋮ Backward and forward filtering under the weak Hörmander condition ⋮ Asymptotic stability of some stochastic evolution equations. ⋮ On the stochastic differential equations of filtering theory ⋮ Probabilistic representations of solutions of the forward equations ⋮ Non-monotone stochastic generalized porous media equations ⋮ Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions ⋮ Backward Nonlinear Smoothing Diffusions ⋮ Inverse diffusion and direct derivation of stochastic Liouville equations ⋮ Backward Itô-Ventzell and stochastic interpolation formulae ⋮ Asymptotic behavior of solutions of the heat-conduction equation with white noise in the right side ⋮ Équations du filtrage non linéaire de la prédiction et du lissage
This page was built for publication: