A partial differential equation with the white noise as a coefficient
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Publication:5674191
DOI10.1007/BF00549294zbMath0258.60044WikidataQ115394988 ScholiaQ115394988MaRDI QIDQ5674191
Publication date: 1973
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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Cites Work
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- Lectures on stochastic processes. Notes by K. Muralidhara Rao. Reissued ed
- Generlized solutions of linear differential equations with dicontinuous coefficients and the uniqueness question for multidimensional quasilinear conservation laws
- A New Representation for Stochastic Integrals and Equations
- On a Riemann definition of the stochastic integral, I
- On a Riemann definition of the stochastic integral, II
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