On the representation of solutions of anticipating linear partial stochastic differential equations
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
On the representation of solutions of anticipating linear partial stochastic differential equations
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| Creator |
Ilchenko, A.V.
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| Description |
The unique solution of an anticipating linear partial stochastic differential equation is constructed by means of the Fourier transformation.
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| Date |
2009-11-19T13:58:39Z
2009-11-19T13:58:39Z 2007 |
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| Type |
Article
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| Identifier |
On the representation of solutions of anticipating linear partial stochastic differential equations / A.V. Ilchenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 38–47. — Бібліогр.: 6 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4505 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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