On the stochastic differential equation for a two-dimensional Brownian motion with boundary conditions (Q1148614)
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scientific article; zbMATH DE number 3707522
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the stochastic differential equation for a two-dimensional Brownian motion with boundary conditions |
scientific article; zbMATH DE number 3707522 |
Statements
On the stochastic differential equation for a two-dimensional Brownian motion with boundary conditions (English)
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1980
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two-dimensional Brownian motion
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unique strong solution
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comparison theorem
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relaxed solutions
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