On classical solutions of linear stochastic integro-differential equations

DOI10.1007/s40072-016-0070-5zbMathNonearXiv1404.0345OpenAlexW2963430846MaRDI QIDQ338203

James-Michael Leahy, Remigijus Mikulevičius

Publication date: 4 November 2016

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.0345

zbMATH Keywords

stochastic flowsstochastic transport equationstochastic integro-differential equationmethod of stochastic characteristics

Mathematics Subject Classification ID

Integral equations (45-XX) Partial differential equations (35-XX) Probability theory and stochastic processes (60-XX)

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