A link of stochastic differential equations to nonlinear parabolic equations (Q1933996)
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scientific article; zbMATH DE number 6131121
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A link of stochastic differential equations to nonlinear parabolic equations |
scientific article; zbMATH DE number 6131121 |
Statements
A link of stochastic differential equations to nonlinear parabolic equations (English)
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28 January 2013
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stochastic differential equations
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Girsanov transformation
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nonlinear partial differential equation
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diffusion processes
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