Quasi-diffusion solution of a stochastic differential equation

DOI10.4064/AM34-2-5MaRDI QIDQ5295055zbMATH OpenOpenAlexWikidataFDO

Authors Agnieszka Plucińska, Wojciech Szymański

Publication date 26 July 2007

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/am34-2-5

zbMATH Keywords

quasi-diffusion processstochastic differential equation

Mathematics Subject Classification ID

Random integral equations (45R05) Generalized stochastic processes (60G20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited in

(4)

• Quasi-variational structure approach to systems with degenerate diffusions
• scientific article; zbMATH DE number 4163864 (Why is no real title available?)
• scientific article; zbMATH DE number 3986323 (Why is no real title available?)
• STOCHASTIC SOLUTION OF CAUCHY QUASILINEAR SCHEME AND ALVAREZ-LIONS-MOREL ANISOTROPIC DIFFUSION PDE

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