Explicit expression for the transition density of the solution of a stochastic diffusion equation with piecewise-constant drift coefficient (Q1313630)

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scientific article; zbMATH DE number 497696
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    Explicit expression for the transition density of the solution of a stochastic diffusion equation with piecewise-constant drift coefficient
    scientific article; zbMATH DE number 497696

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      Explicit expression for the transition density of the solution of a stochastic diffusion equation with piecewise-constant drift coefficient (English)
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      2 March 1994
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      See the review in Zbl 0674.60058.
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      stochastic diffusion equation
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      transition density
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