On a Probabilistic Representation of a Discontinuous Solution of a Parabolic Equation

DOI10.1137/1122050zbMATH Open0389.60063OpenAlexW2082486006MaRDI QIDQ4171385FDOQ4171385

Authors: Alexander Korostelev 

Publication date: 1977

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1122050

Mathematics Subject Classification ID

Diffusion processes (60J60)

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