Integro-differential equations generated by stochastic problems

DOI10.1134/S0012266121030101zbMath1465.60054OpenAlexW3156677778MaRDI QIDQ2019637

Yanyan Li

Publication date: 21 April 2021

Published in: Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0012266121030101

zbMATH Keywords

integro-differential equationsItô's formula

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Cites Work

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