scientific article; zbMATH DE number 3744236

MaRDI QIDQ3928753zbMATH OpenFDO

Authors N. V. Krylov, B. Rozovskii

Publication date 1981

zbMATH Keywords

backward Ito integraldiffeomorphismfirst integralLiouville equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60)

Cited in

(14)

• Asymptotic behavior of solutions of the heat-conduction equation with white noise in the right side
• A two-sided stochastic integral and its calculus
• Asymptotic behavior of the solution to the Cauchy problem for stochastic parabolic equations
• Asymptotic stability of some stochastic evolution equations.
• Backward Itô-Ventzell and stochastic interpolation formulae
• Probabilistic representations of solutions of the forward equations
• On classical solutions of linear stochastic integro-differential equations
• Équations du filtrage non linéaire de la prédiction et du lissage
• Backward Nonlinear Smoothing Diffusions
• Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions
• On the stochastic differential equations of filtering theory
• Backward and forward filtering under the weak Hörmander condition
• Inverse diffusion and direct derivation of stochastic Liouville equations
• Non-monotone stochastic generalized porous media equations

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