Holmgren's theorem for stochastic differential equations

zbMATH Open0881.60060MaRDI QIDQ1358337FDOQ1358337

Authors: O. G. Smolyanov 

Publication date: 1 March 1998

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

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zbMATH Keywords

stochastic differential equationCauchy's problemKolmogorov's backward equation

Mathematics Subject Classification ID

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

Cited In (2)

• Title not available (Why is that?)
• Backward stochastic variational inequalities

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