A link of stochastic differential equations to nonlinear parabolic equations
type: Item
instance of: scholarly article
title: A link of stochastic differential equations to nonlinear parabolic equations
zbMATH Open document ID: 1260.60113
author: Aubrey Truman
author: Fengyu Wang
author: Jiang-Lun Wu
author: Wei Yang
published in: Science China. Mathematics
publication date: 2013-01-28T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 58J65
zbMATH DE Number: 6131121
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: Girsanov transformation
zbMATH Keywords: nonlinear partial differential equation
zbMATH Keywords: diffusion processes
MaRDI profile type: Publication
full work available at URL: s11425-012-4463-2
OpenAlex ID: W2064348204
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DOI: 10.1007/S11425-012-4463-2
description: scientific article; zbMATH DE number 6131121