Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
FUNDAMENTAL SOLUTIONS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS AND FILTRATIONS OF DIFFUSION PROCESSES - MaRDI portal

FUNDAMENTAL SOLUTIONS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS AND FILTRATIONS OF DIFFUSION PROCESSES

From MaRDI portal

Publication:4187081

Jump to:navigation, search

DOI10.1070/RM1978V033N02ABEH002420zbMATH Open0402.60040OpenAlexW2031208110MaRDI QIDQ4187081

L. G. Margulis, Boris L. Rozovskii

Publication date: 1978

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1978v033n02abeh002420

zbMATH Keywords

Wiener Processes Diffusion Processes Filtration Density Representation Formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)

This page was built for publication: FUNDAMENTAL SOLUTIONS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS AND FILTRATIONS OF DIFFUSION PROCESSES

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4187081)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4187081&oldid=18022738"