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Stochastic \(m\)-point Cauchy problem for parabolic equation with semi-Wiener perturbations - MaRDI portal

Stochastic \(m\)-point Cauchy problem for parabolic equation with semi-Wiener perturbations (Q722053)

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scientific article; zbMATH DE number 6909172
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Stochastic \(m\)-point Cauchy problem for parabolic equation with semi-Wiener perturbations
scientific article; zbMATH DE number 6909172

    Statements

    Stochastic \(m\)-point Cauchy problem for parabolic equation with semi-Wiener perturbations (English)
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    20 July 2018
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    \(m\)-point Cauchy problem
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    existence with probability 1
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    Ito's formula
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    Green's function
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    parabolicity condition
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    mathematical expectation
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