Quasi-diffusion solution of a stochastic differential equation

DOI10.4064/AM34-2-5zbMath1121.60063OpenAlexW2018651758WikidataQ115218378 ScholiaQ115218378MaRDI QIDQ5295055

Wojciech Szymański, A. Plucińska

Publication date: 26 July 2007

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am34-2-5

zbMATH Keywords

stochastic differential equationquasi-diffusion process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalized stochastic processes (60G20) Random integral equations (45R05)

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