Cauchy problem for nonautonomous Kolmogorov equations
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Publication:4342425
DOI10.1080/07362999608809447zbMath0881.60071MaRDI QIDQ4342425
Publication date: 3 July 1997
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999608809447
stochastic partial differential equations; Hamilton-Jacobi equations; semigroup theory; Kolmogorov equation
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
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Cites Work
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