Zur Theorie der stetigen zufälligen Prozesse
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Cited in
(25)- On the Markovian model of turbulent diffusion
- On integral equations arising in the first-passage problem for Brownian motion
- Well-posedness of linear ultraparabolic equations on bounded domains
- Flow selections for (nonlinear) Fokker-Planck-Kolmogorov equations
- The Kolmogorov problem on uniqueness of probability solutions of a parabolic equation
- On nonuniqueness of probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equation
- Probabilistic interpretation of solutions of linear ultraparabolic equations
- Zur Umkehrbarkeit der statistischen Naturgesetze.
- Zur Umkehrbarkeit der statistischen Naturgesetze
- Solving non-linear Kolmogorov equations in large dimensions by using deep learning: a numerical comparison of discretization schemes
- On uniqueness of probability solutions of the Fokker-Planck-Kolmogorov equation
- Modified Crank-Nicholson difference schemes for ultra-parabolic equations
- An approximation of ultra-parabolic equations
- Differential equations of stochastic processes which have derivative in quadratic mean
- SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS
- Optimal control of ultradiffusion processes with application to mathematical finance
- Fluctuations from the Nonequilibrium Steady State
- Statistical methods in the mechanics of granular bodies
- Brownian motions in a Lie group
- Integrability of the Backward Diffusion Equation in a Compact Riemannian Space
- On the Theory of the Brownian Motion II
- Existence and uniqueness of solutions to the ultraparabolic Hamilton-Jacobi equation
- Theory of Brownian motion in Bogolyubov's method of abbreviated description. II
- Nonlinear Volterra functional equations and linear parabolic differential systems
- Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management
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