Relations between stochastic and partial differential equations in Hilbert spaces

DOI10.1155/2012/858736zbMath1260.60109OpenAlexW2156069241WikidataQ58689589 ScholiaQ58689589MaRDI QIDQ1929685

Valentina Sergeevna Parfenenkova, Irina V. Melnikova

Publication date: 9 January 2013

Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/858736

zbMATH Keywords

stochastic differential equationHilbert spacesFeynman-Kac theorem

Mathematics Subject Classification ID

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

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