Diffusion random functions of multidimensional time

DOI10.1007/BF01086128MaRDI QIDQ1054080zbMATH OpenFDO

Authors N. D. Tsvintarnaya, Yuri L. Daletskii

Publication date 1982

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Kolmogorov equationsstochastic Cauchy problemGreen stochastic formula

Mathematics Subject Classification ID

Random fields (60G60) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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