Probabilistic representations of solutions of the forward equations (Q2475280)
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scientific article; zbMATH DE number 5246613
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| English | Probabilistic representations of solutions of the forward equations |
scientific article; zbMATH DE number 5246613 |
Statements
Probabilistic representations of solutions of the forward equations (English)
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11 March 2008
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stochastic differential equation
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stochastic partial differential equation
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evolution equation
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stochastic flows
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Itô's formula
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stochastic representation
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adjoints
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diffusion processes
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second-order elliptic partial differential equation
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monotonicity inequality
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0.797545313835144
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0.7819609045982361
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0.7794182896614075
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0.7560197114944458
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