Explicit expression for the transition density of the solution of a stochastic diffusion equation with piecewise-constant drift coefficient (Q1313630)
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scientific article; zbMATH DE number 497696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit expression for the transition density of the solution of a stochastic diffusion equation with piecewise-constant drift coefficient |
scientific article; zbMATH DE number 497696 |
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Explicit expression for the transition density of the solution of a stochastic diffusion equation with piecewise-constant drift coefficient (English)
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2 March 1994
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See the review in Zbl 0674.60058.
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stochastic diffusion equation
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transition density
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