A stochastic solution of a high order parabolic equation
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Publication:1091043
DOI10.2969/jmsj/03920209zbMath0622.60081OpenAlexW2166518578MaRDI QIDQ1091043
Publication date: 1987
Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2969/jmsj/03920209
Girsanov type formulasingular stochastic integralsstochastic solution of a parabolic partial differential equationUniqueness and regularity
Continuous-time Markov processes on general state spaces (60J25) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic integrals (60H05)
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