On a class of boundary-value problems for stochastic differential equations

DOI10.1007/BF01018397zbMath0443.60053MaRDI QIDQ1144323

V. M. Chetverikov, S. E. Pitovranov

Publication date: 1980

Published in: Theoretical and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

boundary-value problemuniqueness theorems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Probability analysis of random plane waves in gas dynamics

Cites Work

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• Invariant imbedding and Riccati transformations

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