Publication:3785702

zbMath0643.60044MaRDI QIDQ3785702

Steven Rosencrans

Publication date: 1987

zbMATH Keywords

Dirichlet problem; heat equation; partial differential equations; survey of some parts of the classical Itô calculus

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

35K05: Heat equation

35R60: PDEs with randomness, stochastic partial differential equations