On the solution of Kac-type partial differential equations (Q4309040)
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scientific article; zbMATH DE number 653161
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the solution of Kac-type partial differential equations |
scientific article; zbMATH DE number 653161 |
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On the solution of Kac-type partial differential equations (English)
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29 January 1995
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Brownian motion
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Laplace transform
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partial differential equations
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Cauchy problem
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Ornstein-Uhlenbeck process
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Radon-Nikodym transformation
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