ON STOCHASTIC DIFFERENTIAL EQUATIONS WITH BOUNDARY CONDITIONS IN A HALF-PLANE

DOI10.1070/IM1982v018n03ABEH001393zbMath0489.60067MaRDI QIDQ3951340

Svetlana Anulova

Publication date: 1982

Published in: Mathematics of the USSR-Izvestiya (Search for Journal in Brave)

zbMATH Keywords

weak solutions of stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (7)

Quasilinear, parabolic, integro-differential problems with nonlinear oblique boundary conditions ⋮ The boundary harnack principle for some degenerate elliptic operators ⋮ Green and Poisson functions with Wentzell boundary conditions ⋮ Boundary approximation for sticky jump-reflected processes on the half-line ⋮ Stochastic variational inequalities with jumps ⋮ Green's function and invariant density for an integro-differential operator of second order ⋮ Ergodic control of reflected diffusions with jumps

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