ON EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC EQUATIONS

DOI10.1070/SM1976v029n02ABEH003666zbMath0376.60067MaRDI QIDQ4153418

Alexander Yu. Veretennikov, Nicolai V. Krylov

Publication date: 1978

Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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