Integro-differential equations generated by stochastic problems

DOI10.1134/S0012266121030101MaRDI QIDQ2019637zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 21 April 2021

Published in Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0012266121030101

zbMATH Keywords

integro-differential equationsItô's formula

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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Cited in

(7)

• Integro-differential equations for the characteristic functional that are generated by a system of random integral equations
• Equations related to stochastic processes: semigroup approach and Fourier transform
• scientific article; zbMATH DE number 1521360 (Why is no real title available?)
• Generalized integration and stochastic ODEs
• scientific article; zbMATH DE number 5258203 (Why is no real title available?)
• scientific article; zbMATH DE number 1823841 (Why is no real title available?)
• Generalized solutions to equations for probabilistic characteristics of Levy processes

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