scientific article; zbMATH DE number 431857

MaRDI QIDQ3138636zbMATH OpenFDO

Authors Bronius Grigelionis

Publication date 19 May 1994

zbMATH Keywords

Cauchy problemFeynman-Kac formulamartingale problems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

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