scientific article; zbMATH DE number 26228

zbMATH Open0746.60069MaRDI QIDQ3984451FDOQ3984451

Authors: Michèle Mastrangelo, M. Talbi 

Publication date: 27 June 1992

Title of this publication is not available (Why is that?)

Recommendations

• Publication:3472950
• scientific article; zbMATH DE number 61421
• scientific article; zbMATH DE number 4161803
• Fractional stochastic differential equation with discontinuous diffusion

zbMATH Keywords

stochastic differential equationstochastic methodscontinuity propertiespartial differential equations of parabolic type

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25)

Cited In (8)

• Construction of a fundamental solution of a partial differential equation with piecewise constant coefficients
• Title not available (Why is that?)
• On dynamical systems perturbed by a null-recurrent motion: the general case
• Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators
• A probabilistic interpretation of the transmission conditions using the skew Brownian motion
• Pointwise weak existence of distorted skew Brownian motion with respect to discontinuous Muckenhoupt weights
• Multi-skewed Brownian motion and diffusion in layered media
• SPDE with generalized drift and fractional-type noise

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3984451)