Holmgren's theorem for stochastic differential equations

MaRDI QIDQ1358337zbMATH OpenFDO

Authors O. G. Smolyanov

Publication date 1 March 1998

Published in Moscow University Mathematics Bulletin (Search for Journal in Brave)

zbMATH Keywords

Cauchy's problemKolmogorov's backward equationstochastic differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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(2)

• Backward stochastic variational inequalities
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