Publication:2739898

zbMath0981.34049MaRDI QIDQ2739898

Stepan Dmytrovych Ivasyshen, T. M. Balabushenko

Publication date: 16 September 2001

zbMATH Keywords

Neumann boundary value problem; Dirichlet boundary value problem; Kolmogorov equation; Ornstein-Uhlenbeck diffusion process

Mathematics Subject Classification ID

60J60: Diffusion processes

34F05: Ordinary differential equations and systems with randomness

34B27: Green's functions for ordinary differential equations