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zbMath0503.60066MaRDI QIDQ3969651
Nicolai V. Krylov, Boris L. Rosovskii
Publication date: 1982
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sobolev spaceCauchy problemgeneralized solutionFeynman-Kac representationdegenerate second order Ito parabolic equations
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60)
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