scientific article; zbMATH DE number 850344

MaRDI QIDQ4866368zbMATH OpenFDO

Authors Nikolai Dokuchaev

Publication date 17 March 1996

zbMATH Keywords

conditional densitystochastic Ito equationsstochastic parabolic equations

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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• Equations for probability distributions of local occupation time on a surface for diffusion processes and control problems
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