scientific article; zbMATH DE number 3802004

MaRDI QIDQ4746148zbMATH OpenFDO

Authors Marc A. Berger, Alan D. Sloan

Publication date 1983

zbMATH Keywords

evolution equationsexplicit solutionsgeneralized characteristicsgeneralized expectation operator

Mathematics Subject Classification ID

Nonstandard models in mathematics (03H05) Nonstandard analysis (26E35) Geometric theory, characteristics, transformations in context of PDEs (35A30) Representations of solutions to partial differential equations (35C99) Initial value problems for PDEs and systems of PDEs with constant coefficients (35E15) Initial value problems for linear higher-order PDEs (35G10) Higher-order parabolic equations (35K25) Stochastic integrals (60H05)

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