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On classical solutions of linear stochastic integro-differential equations - MaRDI portal

On classical solutions of linear stochastic integro-differential equations (Q338203)

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scientific article; zbMATH DE number 6647749
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On classical solutions of linear stochastic integro-differential equations
scientific article; zbMATH DE number 6647749

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    On classical solutions of linear stochastic integro-differential equations (English)
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    4 November 2016
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    stochastic integro-differential equation
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    stochastic transport equation
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    stochastic flows
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    method of stochastic characteristics
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