Explicit expression for the transition density of the solution of a stochastic diffusion equation with piecewise-constant drift coefficient

DOI10.1007/BF01849536zbMath0784.60058MaRDI QIDQ1313630

M. Almazov

Publication date: 2 March 1994

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

transition densitystochastic diffusion equation

Mathematics Subject Classification ID

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

Cites Work

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