scientific article; zbMATH DE number 6870595
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Publication:4641979
zbMath1390.60212MaRDI QIDQ4641979
Liliana Peralta, José Villa Morales, Jorge A. Leon
Publication date: 18 May 2018
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Brownian motionstochastic differential equationsblow up timeItô integralsforward integralssubstitution formula for forward integral
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60) Blow-up in context of PDEs (35B44)