Characteristics of degenerate second-order parabolic Ito equations (Q1069557)
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scientific article; zbMATH DE number 3936127
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| English | Characteristics of degenerate second-order parabolic Ito equations |
scientific article; zbMATH DE number 3936127 |
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Characteristics of degenerate second-order parabolic Ito equations (English)
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1986
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Translation from Tr. Semin. Im. I. G. Petrovskogo 8, 153-168 (Russian) (1980; Zbl 0503.60066).
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degenerate second order Ito parabolic equations
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Feynman-Kac representation
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Cauchy problem
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Sobolev space
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generalized solution
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