scientific article; zbMATH DE number 3874366

MaRDI QIDQ3339896zbMATH OpenFDO

Authors P. I. Sobolevskij

Publication date 1984

zbMATH Keywords

moment-preserving approximationsparabolic differential equations

Mathematics Subject Classification ID

Second-order parabolic equations (35K10) Brownian motion (60J65)

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Cited in

(3)

• Conditional exponential moments for iterated Wiener integrals
• Conditioned Wiener processes as nonlinearities: a rigorous probabilistic analysis of dynamics
• Energy saving approximation of Wiener process under unilateral constraints

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