scientific article; zbMATH DE number 20654

MaRDI QIDQ3979865zbMATH OpenFDO

Authors Nikolai Dokuchaev

Publication date 26 June 1992

zbMATH Keywords

boundary value problemstochastic partial differential equationstrong solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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• Boundary Value Problems for Functionals of Itô Processes
• scientific article; zbMATH DE number 3844756 (Why is no real title available?)
• On Characterizing Integral Stopping Time Functionals on Diffusions as Solutions to Boundary Value Problems
• The moving-eigenvalue method: hitting time for Itô processes and moving boundaries
• Equations for probability distributions of local occupation time on a surface for diffusion processes and control problems
• Equations for probability distributions of local occupation time on a surface for diffusion processes and control problems

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