Diffusion random functions of multidimensional time

DOI10.1007/BF01086128zbMath0518.60070MaRDI QIDQ1054080

N. D. Tsvintarnaya, Yuri L. Daletskii

Publication date: 1982

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Kolmogorov equationsstochastic Cauchy problemGreen stochastic formula

Mathematics Subject Classification ID

Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cites Work

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