Characteristics of degenerate second-order parabolic Ito equations
type: Item
instance of: scholarly article
title: Characteristics of degenerate second-order parabolic Ito equations
zbMATH Open document ID: 0584.60068
DOI: 10.1007/BF01095048
published in: Journal of Soviet Mathematics
publication date: 1986-01-01T00:00:00Z
review text: Translation from Tr. Semin. Im. I. G. Petrovskogo 8, 153-168 (Russian) (1980; Zbl 0503.60066).
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 3936127
zbMATH Keywords: degenerate second order Ito parabolic equations
zbMATH Keywords: Feynman-Kac representation
zbMATH Keywords: Cauchy problem
zbMATH Keywords: Sobolev space
zbMATH Keywords: generalized solution
author: N. V. Krylov
author: B. Rozovskii
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3936127