Publication:3154981

zbMath1174.60398MaRDI QIDQ3154981

Jean-Pierre Fouque, Ronnie Sircar, George S. Papanicolaou

Publication date: 14 January 2005

Mathematics Subject Classification ID

60G15: Gaussian processes

60J65: Brownian motion

60H30: Applications of stochastic analysis (to PDEs, etc.)

60J60: Diffusion processes

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