Fundamental solutions of stochastic differential equations with drift
From MaRDI portal
Publication:3827340
DOI10.1080/17442508908833557zbMath0673.60060MaRDI QIDQ3827340
Publication date: 1989
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508908833557
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
Related Items
Stochastic differential equations with singular drift, On solutions of stochastic differential equations with drift